+100.2%
XBI vs RIG
-30.5%
+130.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -4.6% | -4.2% | -0.4% | -4.1% |
| 30D | -0.8% | -0.7% | -0.1% | -0.8% |
| 3M | +21.8% | -4.0% | +25.8% | +22.1% |
| 6M | +23.2% | -6.3% | +29.5% | +22.9% |
| YTD | +28.7% | +39.7% | -11.0% | +20.5% |
| 1Y | +67.8% | +78.1% | -10.3% | +50.5% |
| All | +100.2% | -30.5% | +130.7% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling