+38.2%
RIG vs XRT
+12.7%
+25.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.2% |
| 7D | +5.7% | +1.7% | +4.0% | +6.1% |
| 30D | -0.7% | +7.5% | -8.2% | +0.5% |
| 3M | -3.1% | +2.2% | -5.3% | -1.9% |
| 6M | -16.3% | +14.7% | -31.0% | -18.9% |
| YTD | +34.1% | +7.5% | +26.6% | +37.0% |
| 1Y | +38.2% | +14.1% | +24.0% | +36.7% |
| All | +38.2% | +12.7% | +25.5% | +36.7% |
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