-40.5%
RIG vs STZ
+6,512.1%
-6,552.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | +0.9% | -1.9% | +2.8% | +1.4% |
| 30D | +13.8% | -1.9% | +15.7% | +14.2% |
| 3M | -6.4% | -6.2% | -0.2% | -5.2% |
| 6M | -8.2% | -14.0% | +5.8% | -5.2% |
| YTD | +41.6% | -5.1% | +46.8% | +41.7% |
| 1Y | +88.7% | -9.6% | +98.3% | +90.6% |
| 3Y | -30.9% | -47.2% | +16.4% | -20.0% |
| 5Y | +57.7% | -33.6% | +91.3% | +70.7% |
| 10Y | -39.3% | -9.8% | -29.5% | -38.2% |
| All | -40.5% | +6,512.1% | -6,552.6% | -68.2% |
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