-2.8%
RGTI vs STLD
+390.6%
-393.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.6% | -5.2% |
| 7D | -18.1% | +2.9% | -21.1% | -19.3% |
| 30D | -17.6% | -5.6% | -12.1% | -15.0% |
| 3M | -48.3% | -11.7% | -36.6% | -45.2% |
| 6M | -47.8% | -2.8% | -45.0% | -47.7% |
| YTD | -56.6% | +36.4% | -93.0% | -63.5% |
| 1Y | -61.8% | +50.0% | -111.8% | -69.4% |
| 3Y | +807.5% | +122.3% | +685.2% | +495.6% |
| 5Y | -8.8% | +273.2% | -282.0% | -46.1% |
| All | -2.8% | +390.6% | -393.4% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling