+78.1%
RIG vs STZ
-12.7%
+90.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | -4.2% | -4.1% | -0.1% | -4.3% |
| 30D | -0.7% | -7.6% | +6.9% | -1.0% |
| 3M | -4.0% | -12.3% | +8.3% | -4.0% |
| 6M | -6.3% | -16.3% | +10.0% | -6.5% |
| YTD | +39.7% | -8.4% | +48.1% | +35.6% |
| 1Y | +78.1% | -10.8% | +88.9% | +72.9% |
| All | +78.1% | -12.7% | +90.8% | +72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling