+16,011.1%
STX vs RIG
-74.0%
+16,085.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.8% | +9.2% | +6.9% |
| 7D | +2.4% | +0.9% | +1.5% | +2.1% |
| 30D | +1.4% | +13.8% | -12.4% | -1.4% |
| 3M | -8.2% | -6.4% | -1.8% | -7.3% |
| 6M | +127.0% | -8.2% | +135.2% | +128.1% |
| YTD | +209.1% | +41.6% | +167.5% | +183.5% |
| 1Y | +365.4% | +88.7% | +276.7% | +301.5% |
| 3Y | +1,135.4% | -30.9% | +1,166.2% | +1,136.0% |
| 5Y | +991.5% | +57.7% | +933.8% | +744.0% |
| 10Y | +3,695.8% | -39.3% | +3,735.1% | +2,459.5% |
| All | +16,011.1% | -74.0% | +16,085.1% | +14,085.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling