+40.9%
RIG vs STLD
+255.4%
-214.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.5% |
| 7D | -24.5% | -11.1% | -13.4% | -19.5% |
| 30D | -2.8% | -4.8% | +2.0% | -0.2% |
| 3M | +1.6% | -14.6% | +16.1% | +9.9% |
| 6M | -15.9% | -7.4% | -8.5% | -14.0% |
| YTD | +26.9% | +32.6% | -5.7% | +4.1% |
| 1Y | +34.4% | +47.3% | -13.0% | +3.4% |
| 3Y | -21.2% | +107.5% | -128.7% | -51.2% |
| All | +40.9% | +255.4% | -214.5% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling