-47.4%
RIG vs STRL
+13,526.4%
-13,573.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -12.2% | -19.8% | +7.6% | -10.8% |
| 30D | -6.0% | -43.6% | +37.6% | -2.0% |
| 3M | -9.4% | -45.2% | +35.8% | -5.6% |
| 6M | -19.1% | -65.7% | +46.7% | -13.1% |
| YTD | +25.4% | -5.4% | +30.9% | +21.4% |
| 1Y | +23.3% | -24.7% | +48.0% | +21.4% |
| 3Y | -22.1% | +335.0% | -357.1% | -34.7% |
| 5Y | +50.1% | +915.3% | -865.1% | +17.3% |
| 10Y | -50.7% | +3,877.5% | -3,928.1% | -64.6% |
| All | -47.4% | +13,526.4% | -13,573.7% | -63.6% |
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 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