-27.6%
RIG vs STLD
+144.6%
-172.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.0% |
| 7D | +0.9% | +3.1% | -2.3% | -0.6% |
| 30D | +13.8% | -9.0% | +22.8% | +18.8% |
| 3M | -6.4% | -12.4% | +6.0% | -0.8% |
| 6M | -8.2% | +25.5% | -33.7% | -21.3% |
| YTD | +41.6% | +43.6% | -2.0% | +11.1% |
| 1Y | +88.7% | +87.2% | +1.5% | +24.0% |
| All | -27.6% | +144.6% | -172.2% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling