-15.3%
RIG vs XRT
+58.7%
-74.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +3.9% |
| 7D | +5.7% | +1.7% | +4.0% | +4.5% |
| 30D | -0.7% | +7.5% | -8.2% | -6.5% |
| 3M | -3.1% | +2.2% | -5.3% | -5.8% |
| 6M | -16.3% | +14.7% | -31.0% | -27.3% |
| YTD | +34.1% | +7.5% | +26.6% | +22.7% |
| 1Y | +38.2% | +14.1% | +24.0% | +19.1% |
| 3Y | -15.3% | +58.8% | -74.1% | -46.0% |
| All | -15.3% | +58.7% | -74.0% | -46.0% |
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