+1,967.8%
STX vs RIG
-49.1%
+2,016.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -17.3% | -12.2% | -5.1% | -15.6% |
| 30D | -35.9% | -6.0% | -29.9% | -35.3% |
| 3M | -37.3% | -9.4% | -27.9% | -36.5% |
| 6M | -35.8% | -19.1% | -16.7% | -34.3% |
| YTD | +82.7% | +25.4% | +57.3% | +74.6% |
| 1Y | +71.6% | +23.3% | +48.3% | +64.3% |
| 3Y | +635.3% | -22.1% | +657.4% | +622.6% |
| 5Y | +483.8% | +50.1% | +433.6% | +397.4% |
| 10Y | +1,967.8% | -50.7% | +2,018.4% | +1,672.7% |
| All | +1,967.8% | -49.1% | +2,016.9% | +1,672.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling