+88.7%
RIG vs XHB
-9.3%
+98.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.8% |
| 7D | +0.9% | -1.3% | +2.2% | +0.8% |
| 30D | +13.8% | -6.9% | +20.7% | +13.6% |
| 3M | -6.4% | -1.3% | -5.1% | -6.9% |
| 6M | -8.2% | -6.8% | -1.4% | -5.5% |
| YTD | +41.6% | +0.7% | +40.9% | +43.2% |
| 1Y | +88.7% | -11.2% | +99.9% | +106.7% |
| All | +88.7% | -9.3% | +98.0% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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