-41.9%
RIG vs STLD
+1,092.9%
-1,134.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | -8.2% | -2.8% | -5.4% | -6.4% |
| 30D | -0.2% | -10.4% | +10.2% | +6.7% |
| 3M | -2.7% | -10.6% | +7.9% | +3.3% |
| 6M | -7.5% | +32.7% | -40.2% | -27.4% |
| YTD | +38.3% | +42.8% | -4.5% | +2.1% |
| 1Y | +81.8% | +86.9% | -5.1% | +9.4% |
| 3Y | -30.2% | +143.8% | -174.0% | -66.7% |
| 5Y | +59.9% | +293.5% | -233.6% | -51.8% |
| 10Y | -41.9% | +1,122.7% | -1,164.6% | -92.8% |
| All | -41.9% | +1,092.9% | -1,134.8% | -92.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling