-82.7%
RIG vs STLA
+263.8%
-346.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.3% |
| 7D | +0.9% | +2.6% | -1.7% | -0.3% |
| 30D | +13.8% | -1.2% | +15.1% | +13.8% |
| 3M | -6.4% | -24.8% | +18.4% | +3.0% |
| 6M | -8.2% | -25.6% | +17.4% | -0.2% |
| YTD | +41.6% | -48.9% | +90.6% | +74.1% |
| 1Y | +88.7% | -38.8% | +127.5% | +112.6% |
| 3Y | -30.9% | -64.5% | +33.7% | -6.5% |
| 5Y | +57.7% | -62.4% | +120.1% | +102.2% |
| 10Y | -39.3% | +55.4% | -94.6% | -46.4% |
| All | -82.7% | +263.8% | -346.5% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling