-29.6%
RIG vs STLA
-65.4%
+35.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -0.8% |
| 7D | -2.7% | +0.7% | -3.5% | -3.0% |
| 30D | +9.5% | -2.4% | +11.9% | +9.9% |
| 3M | -6.6% | -23.9% | +17.2% | -0.3% |
| 6M | -2.9% | -24.6% | +21.7% | +2.5% |
| YTD | +39.5% | -50.5% | +90.0% | +66.6% |
| 1Y | +82.3% | -39.8% | +122.1% | +97.7% |
| 3Y | -29.6% | -65.6% | +36.0% | -9.4% |
| All | -29.6% | -65.4% | +35.8% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling