+943.2%
XBI vs RIG
-92.5%
+1,035.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -0.9% | -2.7% | +1.8% | -0.5% |
| 30D | +2.9% | +9.5% | -6.6% | +1.4% |
| 3M | +26.2% | -6.6% | +32.9% | +27.0% |
| 6M | +30.7% | -2.9% | +33.6% | +29.8% |
| YTD | +32.9% | +39.5% | -6.5% | +24.3% |
| 1Y | +72.3% | +82.3% | -10.0% | +53.6% |
| 3Y | +107.2% | -29.6% | +136.8% | +105.7% |
| 5Y | +23.2% | +63.2% | -40.0% | +0.5% |
| 10Y | +158.5% | -45.0% | +203.5% | +97.9% |
| All | +943.2% | -92.5% | +1,035.7% | +958.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling