-45.9%
RIG vs STRL
+14,092.9%
-14,138.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +4.3% | +23.4% | -19.1% | +2.4% |
| 30D | -5.8% | -39.5% | +33.7% | -2.3% |
| 3M | -6.7% | -45.1% | +38.4% | -2.8% |
| 6M | -18.7% | -64.6% | +45.9% | -12.9% |
| YTD | +28.8% | -1.5% | +30.3% | +24.3% |
| 1Y | +28.8% | -20.8% | +49.6% | +26.3% |
| 3Y | -20.0% | +353.1% | -373.1% | -33.1% |
| 5Y | +56.0% | +942.9% | -886.9% | +21.6% |
| 10Y | -48.7% | +3,847.6% | -3,896.3% | -63.2% |
| All | -45.9% | +14,092.9% | -14,138.9% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling