-81.0%
RIG vs STLD
+8,684.3%
-8,765.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.1% |
| 7D | +0.9% | +3.1% | -2.3% | -0.4% |
| 30D | +13.8% | -9.0% | +22.8% | +18.0% |
| 3M | -6.4% | -12.4% | +6.0% | -1.7% |
| 6M | -8.2% | +25.5% | -33.7% | -18.6% |
| YTD | +41.6% | +43.6% | -2.0% | +18.0% |
| 1Y | +88.7% | +87.2% | +1.5% | +39.3% |
| 3Y | -30.9% | +135.2% | -166.1% | -53.9% |
| 5Y | +57.7% | +290.9% | -233.2% | -17.1% |
| 10Y | -39.3% | +1,113.5% | -1,152.7% | -78.7% |
| All | -81.0% | +8,684.3% | -8,765.3% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling