+7,747.6%
STLD vs RBA
+4,058.7%
+3,688.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.3% | -7.3% | -7.5% |
| 7D | -12.5% | +7.3% | -19.8% | -15.1% |
| 30D | -6.8% | +16.9% | -23.8% | -13.1% |
| 3M | -16.4% | -0.5% | -15.9% | -16.8% |
| 6M | -6.1% | -10.4% | +4.3% | -3.5% |
| YTD | +32.0% | -7.2% | +39.2% | +32.6% |
| 1Y | +45.5% | -2.2% | +47.8% | +42.8% |
| 3Y | +106.5% | +43.7% | +62.8% | +67.8% |
| 5Y | +267.2% | +38.7% | +228.5% | +191.1% |
| 10Y | +878.9% | +231.7% | +647.2% | +400.3% |
| All | +7,747.6% | +4,058.7% | +3,688.8% | +2,012.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling