+39.7%
RIG vs STRL
-30.1%
+69.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -21.5% | +13.8% | -7.6% |
| 7D | -18.8% | -27.1% | +8.3% | -18.8% |
| 30D | -1.1% | -45.8% | +44.7% | -1.5% |
| 3M | +4.4% | -47.6% | +52.0% | +4.1% |
| 6M | -20.8% | -46.4% | +25.6% | -19.5% |
| YTD | +32.0% | -7.4% | +39.3% | +21.9% |
| 1Y | +39.7% | -25.9% | +65.6% | +35.9% |
| All | +39.7% | -30.1% | +69.9% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling