+67.4%
RIG vs XRT
-4.8%
+72.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +3.9% |
| 7D | +5.7% | +1.7% | +4.0% | +4.4% |
| 30D | -0.7% | +7.5% | -8.2% | -6.3% |
| 3M | -3.1% | +2.2% | -5.3% | -5.9% |
| 6M | -16.3% | +14.7% | -31.0% | -26.2% |
| YTD | +34.1% | +7.5% | +26.6% | +23.7% |
| 1Y | +38.2% | +14.1% | +24.0% | +21.5% |
| 3Y | -15.3% | +58.8% | -74.1% | -40.2% |
| All | +67.4% | -4.8% | +72.2% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling