+53.1%
RGTI vs STLD
+405.7%
-352.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | -0.1% | -3.6% | +3.5% | +1.7% |
| 30D | -16.2% | -10.1% | -6.1% | -11.8% |
| 3M | -22.0% | -11.4% | -10.6% | -18.4% |
| 6M | -10.8% | +30.8% | -41.6% | -23.0% |
| YTD | -31.6% | +40.7% | -72.2% | -43.3% |
| 1Y | -6.4% | +80.8% | -87.1% | -31.7% |
| 3Y | +665.7% | +140.2% | +525.5% | +385.4% |
| 5Y | +55.6% | +288.5% | -232.8% | -9.4% |
| All | +53.1% | +405.7% | -352.6% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling