+113.9%
SOXX vs RIG
+97.6%
+16.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +3.9% |
| 7D | +2.2% | +0.9% | +1.3% | +2.0% |
| 30D | -2.0% | +13.8% | -15.9% | -3.9% |
| 3M | -13.7% | -6.4% | -7.3% | -13.2% |
| 6M | +52.4% | -8.2% | +60.5% | +51.4% |
| YTD | +72.8% | +41.6% | +31.2% | +54.4% |
| 1Y | +113.9% | +88.7% | +25.2% | +79.2% |
| All | +113.9% | +97.6% | +16.3% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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