+28.6%
RIG vs STLD
+57.2%
-28.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.2% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | -5.2% | -0.1% | -5.1% | -5.0% |
| 3M | -8.6% | -9.2% | +0.5% | -6.6% |
| 6M | -18.9% | +1.8% | -20.7% | -18.7% |
| YTD | +28.6% | +42.1% | -13.6% | +11.9% |
| All | +28.6% | +57.2% | -28.6% | +6.3% |
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