+1,972.8%
STX vs RIG
-46.1%
+2,018.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.2% | -3.7% |
| 7D | +14.6% | +5.7% | +8.9% | +13.6% |
| 30D | -26.0% | -0.7% | -25.2% | -25.8% |
| 3M | -42.6% | -3.1% | -39.5% | -42.5% |
| 6M | -35.3% | -16.3% | -19.0% | -34.1% |
| YTD | +92.5% | +34.1% | +58.3% | +82.1% |
| 1Y | +102.4% | +38.2% | +64.2% | +90.6% |
| 3Y | +673.8% | -15.3% | +689.1% | +651.3% |
| 5Y | +463.1% | +62.5% | +400.6% | +374.3% |
| All | +1,972.8% | -46.1% | +2,018.9% | +1,669.2% |
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