+81.8%
RIG vs STRL
+72.5%
+9.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -8.2% | +8.2% | -16.4% | -8.3% |
| 30D | -0.2% | -6.3% | +6.1% | 0.0% |
| 3M | -2.7% | -41.2% | +38.5% | -2.3% |
| 6M | -7.5% | +20.4% | -27.8% | -12.1% |
| YTD | +38.3% | +61.7% | -23.4% | +24.2% |
| 1Y | +81.8% | +72.7% | +9.1% | +60.9% |
| All | +81.8% | +72.5% | +9.3% | +60.9% |
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