-29.6%
RIG vs XRT
+42.5%
-72.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | +0.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | +9.5% | -5.6% | +15.1% | +14.0% |
| 3M | -6.6% | +2.5% | -9.2% | -10.2% |
| 6M | -2.9% | +3.7% | -6.5% | -8.7% |
| YTD | +39.5% | +1.0% | +38.5% | +35.0% |
| 1Y | +82.3% | -1.2% | +83.5% | +79.8% |
| 3Y | -29.6% | +43.4% | -72.9% | -47.9% |
| All | -29.6% | +42.5% | -72.1% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling