+1,388.5%
XEL vs RIG
-40.2%
+1,428.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.7% |
| 7D | -1.0% | +0.9% | -1.8% | -1.0% |
| 30D | -1.9% | +13.8% | -15.7% | -2.6% |
| 3M | -1.9% | -6.4% | +4.5% | -1.7% |
| 6M | -7.4% | -8.2% | +0.7% | -7.4% |
| YTD | +4.1% | +41.6% | -37.6% | +1.8% |
| 1Y | +8.0% | +88.7% | -80.7% | +4.1% |
| 3Y | +48.4% | -30.9% | +79.2% | +48.1% |
| 5Y | +27.2% | +57.7% | -30.4% | +18.9% |
| 10Y | +146.8% | -39.3% | +186.1% | +117.2% |
| All | +1,388.5% | -40.2% | +1,428.7% | +1,255.7% |
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 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