+3,621.5%
STX vs RIG
-44.3%
+3,665.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 7D | +9.6% | -8.2% | +17.8% | +10.9% |
| 30D | +10.6% | -0.2% | +10.8% | +10.5% |
| 3M | +4.8% | -2.7% | +7.5% | +4.9% |
| 6M | +137.3% | -7.5% | +144.7% | +137.7% |
| YTD | +222.5% | +38.3% | +184.2% | +204.2% |
| 1Y | +366.2% | +81.8% | +284.4% | +322.3% |
| 3Y | +1,352.9% | -30.2% | +1,383.1% | +1,345.8% |
| 5Y | +1,077.4% | +59.9% | +1,017.5% | +891.6% |
| 10Y | +3,621.5% | -41.9% | +3,663.4% | +2,923.1% |
| All | +3,621.5% | -44.3% | +3,665.8% | +2,923.1% |
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