-41.2%
RIG vs STRL
+6,846.4%
-6,887.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.7% |
| 7D | -4.2% | +5.4% | -9.6% | -5.9% |
| 30D | -0.7% | -9.0% | +8.3% | +1.6% |
| 3M | -4.0% | -37.1% | +33.1% | +7.4% |
| 6M | -6.3% | +17.8% | -24.2% | -25.4% |
| YTD | +39.7% | +58.3% | -18.6% | -1.9% |
| 1Y | +78.1% | +61.0% | +17.1% | +20.4% |
| 3Y | -29.5% | +517.8% | -547.3% | -77.2% |
| 5Y | +65.3% | +2,119.0% | -2,053.7% | -73.4% |
| All | -41.2% | +6,846.4% | -6,887.6% | -94.6% |
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