+63.2%
RIG vs STRL
+2,093.0%
-2,029.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.8% | -2.1% |
| 7D | -2.7% | +10.1% | -12.8% | -4.5% |
| 30D | +9.5% | -8.2% | +17.7% | +10.8% |
| 3M | -6.6% | -43.7% | +37.0% | +2.1% |
| 6M | -2.9% | +27.1% | -30.0% | -17.6% |
| YTD | +39.5% | +64.0% | -24.5% | +9.1% |
| 1Y | +82.3% | +75.2% | +7.1% | +36.6% |
| 3Y | -29.6% | +539.9% | -569.5% | -70.2% |
| 5Y | +63.2% | +2,133.0% | -2,069.8% | -70.3% |
| All | +63.2% | +2,093.0% | -2,029.8% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling