+8,440.3%
STLD vs RBA
+3,565.6%
+4,874.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.1% | -2.9% | +6.1% | +4.4% |
| 30D | -9.0% | -12.3% | +3.3% | -4.2% |
| 3M | -12.4% | -20.5% | +8.2% | -4.8% |
| 6M | +25.5% | -18.5% | +44.0% | +34.6% |
| YTD | +43.6% | -18.2% | +61.8% | +52.7% |
| 1Y | +87.2% | -27.5% | +114.7% | +109.0% |
| 3Y | +135.2% | +38.1% | +97.2% | +94.7% |
| 5Y | +290.9% | +44.8% | +246.1% | +203.5% |
| 10Y | +1,113.5% | +187.1% | +926.3% | +561.6% |
| All | +8,440.3% | +3,565.6% | +4,874.7% | +2,334.1% |
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