+292.6%
STLD vs RBA
+45.3%
+247.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.1% | -2.9% | +6.1% | +4.0% |
| 30D | -9.0% | -12.3% | +3.3% | -5.8% |
| 3M | -12.4% | -20.5% | +8.2% | -7.4% |
| 6M | +25.5% | -18.5% | +44.0% | +31.4% |
| YTD | +43.6% | -18.2% | +61.8% | +49.6% |
| 1Y | +87.2% | -27.5% | +114.7% | +101.9% |
| 3Y | +135.2% | +38.1% | +97.2% | +108.9% |
| All | +292.6% | +45.3% | +247.4% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling