-47.9%
RIG vs STLA
-4.1%
-43.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.2% | +4.7% |
| 7D | +5.7% | -13.8% | +19.5% | +13.8% |
| 30D | -0.7% | -10.5% | +9.8% | +3.8% |
| 3M | -3.1% | -28.9% | +25.7% | +12.5% |
| 6M | -16.3% | -49.7% | +33.4% | +15.4% |
| YTD | +34.1% | -64.9% | +99.1% | +114.8% |
| 1Y | +38.2% | -64.0% | +102.2% | +115.9% |
| 3Y | -15.3% | -77.4% | +62.1% | +62.9% |
| 5Y | +62.5% | -74.4% | +136.9% | +166.9% |
| All | -47.9% | -4.1% | -43.8% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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