-41.4%
RIG vs STLD
+1,091.0%
-1,132.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | -2.7% | +2.7% | -5.4% | -4.4% |
| 30D | +9.5% | -8.4% | +17.9% | +15.5% |
| 3M | -6.6% | -9.9% | +3.2% | -1.4% |
| 6M | -2.9% | +33.0% | -35.9% | -23.9% |
| YTD | +39.5% | +42.6% | -3.1% | +3.1% |
| 1Y | +82.3% | +80.8% | +1.5% | +12.3% |
| 3Y | -29.6% | +143.4% | -173.0% | -66.3% |
| 5Y | +63.2% | +293.4% | -230.2% | -50.9% |
| All | -41.4% | +1,091.0% | -1,132.4% | -92.7% |
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