-91.6%
RIG vs XRT
+514.3%
-605.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.7% |
| 7D | +0.9% | +0.8% | +0.1% | +0.1% |
| 30D | +13.8% | -4.2% | +18.0% | +17.7% |
| 3M | -6.4% | +5.1% | -11.5% | -11.9% |
| 6M | -8.2% | +2.4% | -10.6% | -12.7% |
| YTD | +41.6% | +3.2% | +38.5% | +34.2% |
| 1Y | +88.7% | +1.5% | +87.2% | +80.9% |
| 3Y | -30.9% | +40.6% | -71.4% | -50.5% |
| 5Y | +57.7% | -1.0% | +58.7% | +47.7% |
| 10Y | -39.3% | +128.4% | -167.7% | -68.8% |
| All | -91.6% | +514.3% | -605.9% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling