+65.3%
RIG vs XME
+167.8%
-102.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +4.3% |
| 7D | -4.2% | -3.0% | -1.1% | -1.7% |
| 30D | -0.7% | -2.6% | +1.9% | +0.8% |
| 3M | -4.0% | +2.2% | -6.1% | -7.6% |
| 6M | -6.3% | +0.7% | -7.0% | -12.4% |
| YTD | +39.7% | +10.9% | +28.8% | +16.6% |
| 1Y | +78.1% | +35.7% | +42.4% | +15.9% |
| 3Y | -29.5% | +127.1% | -156.6% | -74.3% |
| 5Y | +65.3% | +168.5% | -103.1% | -51.7% |
| All | +65.3% | +167.8% | -102.5% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling