+59.9%
RIG vs STLA
-63.2%
+123.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | -8.2% | +0.4% | -8.6% | -8.4% |
| 30D | -0.2% | -5.2% | +5.0% | +1.1% |
| 3M | -2.7% | -24.9% | +22.1% | +5.8% |
| 6M | -7.5% | -25.2% | +17.7% | -0.9% |
| YTD | +38.3% | -51.4% | +89.7% | +70.5% |
| 1Y | +81.8% | -40.7% | +122.5% | +102.8% |
| 3Y | -30.2% | -66.3% | +36.1% | -6.3% |
| 5Y | +59.9% | -63.2% | +123.2% | +97.7% |
| All | +59.9% | -63.2% | +123.1% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling