-68.1%
RGTI vs STLD
+59.7%
-127.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.2% | +2.5% |
| 7D | -9.6% | -3.9% | -5.6% | -8.0% |
| 30D | -26.0% | -0.4% | -25.6% | -26.0% |
| 3M | -35.8% | -9.2% | -26.6% | -33.5% |
| 6M | -36.7% | +5.0% | -41.6% | -40.1% |
| YTD | -49.4% | +42.8% | -92.2% | -57.9% |
| 1Y | -68.1% | +60.1% | -128.2% | -79.1% |
| All | -68.1% | +59.7% | -127.8% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling