+71.6%
STX vs RIG
+28.2%
+43.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -17.3% | -12.2% | -5.1% | -14.9% |
| 30D | -35.9% | -6.0% | -29.9% | -34.7% |
| 3M | -37.3% | -9.4% | -27.9% | -36.0% |
| 6M | -35.8% | -19.1% | -16.7% | -34.8% |
| YTD | +82.7% | +25.4% | +57.3% | +58.3% |
| 1Y | +71.6% | +23.3% | +48.3% | +49.5% |
| All | +71.6% | +28.2% | +43.4% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling