-41.2%
RIG vs STZ
-10.3%
-30.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.1% |
| 7D | -4.2% | -4.1% | -0.1% | -2.2% |
| 30D | -0.7% | -7.6% | +6.9% | +2.9% |
| 3M | -4.0% | -12.3% | +8.3% | +1.7% |
| 6M | -6.3% | -16.3% | +10.0% | +0.6% |
| YTD | +39.7% | -8.4% | +48.1% | +40.7% |
| 1Y | +78.1% | -10.8% | +88.9% | +80.9% |
| 3Y | -29.5% | -49.0% | +19.5% | -3.5% |
| 5Y | +65.3% | -36.5% | +101.8% | +91.2% |
| All | -41.2% | -10.3% | -30.8% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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