+39.7%
RIG vs XRT
+18.0%
+21.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.5% | -13.2% | -6.6% |
| 7D | -18.8% | +8.0% | -26.8% | -17.6% |
| 30D | -1.1% | +13.0% | -14.1% | +0.3% |
| 3M | +4.4% | +1.7% | +2.7% | +6.4% |
| 6M | -20.8% | +12.6% | -33.4% | -21.4% |
| YTD | +32.0% | +10.7% | +21.3% | +34.6% |
| 1Y | +39.7% | +18.4% | +21.3% | +37.7% |
| All | +39.7% | +18.0% | +21.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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