+147.8%
XEL vs RIG
-41.2%
+189.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.2% |
| 7D | -0.3% | -3.1% | +2.8% | -0.2% |
| 30D | -3.9% | -0.5% | -3.4% | -3.9% |
| 3M | -2.8% | -6.0% | +3.2% | -2.7% |
| 6M | -5.4% | -10.1% | +4.7% | -5.3% |
| YTD | +3.8% | +37.3% | -33.5% | +2.9% |
| 1Y | +6.8% | +73.9% | -67.1% | +5.4% |
| 3Y | +45.6% | -30.2% | +75.8% | +45.2% |
| 5Y | +30.7% | +62.5% | -31.8% | +27.7% |
| All | +147.8% | -41.2% | +189.0% | +120.1% |
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