+56.2%
RIG vs XHB
+33.0%
+23.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.5% |
| 7D | -3.1% | -4.6% | +1.6% | -0.9% |
| 30D | -0.5% | -9.1% | +8.6% | +3.9% |
| 3M | -6.0% | -8.6% | +2.6% | -3.1% |
| 6M | -10.1% | -4.0% | -6.1% | -11.2% |
| YTD | +37.3% | -3.9% | +41.2% | +35.6% |
| 1Y | +73.9% | -16.5% | +90.4% | +85.9% |
| 3Y | -30.2% | +22.6% | -52.7% | -39.5% |
| All | +56.2% | +33.0% | +23.2% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling