+67.4%
RIG vs STZ
-29.4%
+96.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.0% |
| 7D | +5.7% | +2.6% | +3.2% | +5.1% |
| 30D | -0.7% | +15.2% | -15.9% | -4.4% |
| 3M | -3.1% | +7.6% | -10.8% | -5.4% |
| 6M | -16.3% | +5.3% | -21.6% | -17.8% |
| YTD | +34.1% | +8.6% | +25.5% | +27.9% |
| 1Y | +38.2% | +15.6% | +22.6% | +28.5% |
| 3Y | -15.3% | -35.2% | +19.9% | -5.0% |
| All | +67.4% | -29.4% | +96.7% | +85.8% |
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