+149.7%
XBI vs RIG
-41.2%
+190.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -4.6% | -3.1% | -1.6% | -4.3% |
| 30D | -2.0% | -0.5% | -1.5% | -2.0% |
| 3M | +17.8% | -6.0% | +23.8% | +18.3% |
| 6M | +23.7% | -10.1% | +33.9% | +24.2% |
| YTD | +28.2% | +37.3% | -9.1% | +21.7% |
| 1Y | +64.0% | +73.9% | -10.0% | +50.5% |
| 3Y | +99.4% | -30.2% | +129.6% | +98.3% |
| 5Y | +19.3% | +62.5% | -43.1% | +2.2% |
| All | +149.7% | -41.2% | +190.9% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling