-48.8%
RIG vs STRL
+4,073.8%
-4,122.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +1.0% |
| 7D | -2.6% | +7.1% | -9.7% | -5.1% |
| 30D | -5.2% | -39.4% | +34.2% | +8.2% |
| 3M | -8.6% | -43.0% | +34.4% | +4.7% |
| 6M | -18.9% | -65.0% | +46.1% | +4.3% |
| YTD | +28.6% | -0.8% | +29.3% | +0.8% |
| 1Y | +25.5% | -20.3% | +45.8% | +6.1% |
| 3Y | -20.2% | +356.5% | -376.7% | -73.2% |
| 5Y | +53.9% | +952.8% | -898.9% | -68.7% |
| 10Y | -48.8% | +3,877.1% | -3,925.9% | -93.6% |
| All | -48.8% | +4,073.8% | -4,122.6% | -93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling