-29.7%
RIG vs STZ
-49.9%
+20.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -8.2% | -6.0% | -2.2% | -7.2% |
| 30D | -0.2% | -8.9% | +8.7% | +1.3% |
| 3M | -2.7% | -12.6% | +9.8% | -0.6% |
| 6M | -7.5% | -17.2% | +9.8% | -4.7% |
| YTD | +38.3% | -10.0% | +48.3% | +37.7% |
| 1Y | +81.8% | -14.3% | +96.1% | +83.2% |
| All | -29.7% | -49.9% | +20.3% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling