+59.9%
RIG vs STZ
-38.0%
+97.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -8.2% | -6.0% | -2.2% | -6.7% |
| 30D | -0.2% | -8.9% | +8.7% | +2.1% |
| 3M | -2.7% | -12.6% | +9.8% | +0.5% |
| 6M | -7.5% | -17.2% | +9.8% | -3.4% |
| YTD | +38.3% | -10.0% | +48.3% | +38.7% |
| 1Y | +81.8% | -14.3% | +96.1% | +85.0% |
| 3Y | -30.2% | -49.9% | +19.7% | -14.1% |
| 5Y | +59.9% | -38.2% | +98.2% | +68.9% |
| All | +59.9% | -38.0% | +97.9% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling