-47.9%
RIG vs STLD
+761.4%
-809.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.2% | +7.4% | +6.4% |
| 7D | +5.7% | +2.9% | +2.8% | +3.4% |
| 30D | -0.7% | -5.6% | +4.8% | +3.0% |
| 3M | -3.1% | -11.7% | +8.6% | +4.3% |
| 6M | -16.3% | -2.8% | -13.5% | -17.2% |
| YTD | +34.1% | +36.4% | -2.3% | +1.7% |
| 1Y | +38.2% | +50.0% | -11.9% | -2.3% |
| 3Y | -15.3% | +122.3% | -137.6% | -56.9% |
| 5Y | +62.5% | +273.2% | -210.8% | -49.6% |
| All | -47.9% | +761.4% | -809.3% | -91.0% |
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