-43.7%
RIG vs STZ
+7,471.0%
-7,514.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.0% |
| 7D | +5.7% | +2.6% | +3.2% | +5.0% |
| 30D | -0.7% | +15.2% | -15.9% | -4.7% |
| 3M | -3.1% | +7.6% | -10.8% | -5.6% |
| 6M | -16.3% | +5.3% | -21.6% | -18.2% |
| YTD | +34.1% | +8.6% | +25.5% | +28.8% |
| 1Y | +38.2% | +15.6% | +22.6% | +30.2% |
| 3Y | -15.3% | -35.2% | +19.9% | -7.7% |
| 5Y | +62.5% | -29.1% | +91.6% | +72.0% |
| 10Y | -46.6% | +12.9% | -59.5% | -48.6% |
| All | -43.7% | +7,471.0% | -7,514.7% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling