-42.2%
RIG vs XME
+421.4%
-463.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.6% |
| 7D | -3.1% | -4.2% | +1.1% | +1.4% |
| 30D | -0.5% | -2.7% | +2.2% | +1.4% |
| 3M | -6.0% | -3.9% | -2.0% | -4.2% |
| 6M | -10.1% | -1.0% | -9.2% | -16.2% |
| YTD | +37.3% | +9.8% | +27.5% | +11.2% |
| 1Y | +73.9% | +32.5% | +41.4% | +8.0% |
| 3Y | -30.2% | +124.3% | -154.5% | -77.7% |
| 5Y | +62.5% | +165.8% | -103.3% | -58.5% |
| All | -42.2% | +421.4% | -463.6% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling