+1,019.5%
STX vs RIG
+60.3%
+959.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.8% | +9.2% | +6.8% |
| 7D | +2.4% | +0.9% | +1.5% | +2.1% |
| 30D | +1.4% | +13.8% | -12.4% | -1.0% |
| 3M | -8.2% | -6.4% | -1.8% | -7.5% |
| 6M | +127.0% | -8.2% | +135.2% | +127.6% |
| YTD | +209.1% | +41.6% | +167.5% | +187.0% |
| 1Y | +365.4% | +88.7% | +276.7% | +311.6% |
| 3Y | +1,135.4% | -30.9% | +1,166.2% | +1,109.1% |
| All | +1,019.5% | +60.3% | +959.2% | +814.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling