+39.7%
RIG vs STLD
+59.7%
-19.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.0% | -4.6% | -6.9% |
| 7D | -18.8% | -3.9% | -14.8% | -17.9% |
| 30D | -1.1% | -0.4% | -0.7% | -0.9% |
| 3M | +4.4% | -9.2% | +13.6% | +6.4% |
| 6M | -20.8% | +5.0% | -25.8% | -21.1% |
| YTD | +32.0% | +42.8% | -10.8% | +17.4% |
| 1Y | +39.7% | +60.1% | -20.3% | +15.7% |
| All | +39.7% | +59.7% | -19.9% | +15.7% |
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 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