-91.8%
RIG vs XME
+244.0%
-335.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.3% |
| 7D | -8.2% | -0.2% | -8.0% | -8.0% |
| 30D | -0.2% | +1.4% | -1.6% | -1.9% |
| 3M | -2.7% | +2.7% | -5.5% | -6.7% |
| 6M | -7.5% | +6.5% | -14.0% | -16.6% |
| YTD | +38.3% | +15.2% | +23.1% | +15.4% |
| 1Y | +81.8% | +43.5% | +38.3% | +22.8% |
| 3Y | -30.2% | +135.9% | -166.1% | -68.9% |
| 5Y | +59.9% | +181.5% | -121.5% | -35.8% |
| 10Y | -41.9% | +436.9% | -478.8% | -83.5% |
| All | -91.8% | +244.0% | -335.7% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling