+164.2%
XLB vs RIG
-49.1%
+213.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.5% | -12.2% | +12.7% | +1.9% |
| 30D | +6.9% | -6.0% | +12.9% | +7.4% |
| 3M | -0.2% | -9.4% | +9.3% | +0.6% |
| 6M | +3.3% | -19.1% | +22.4% | +5.0% |
| YTD | +18.0% | +25.4% | -7.4% | +13.2% |
| 1Y | +24.2% | +23.3% | +0.9% | +19.2% |
| 3Y | +44.7% | -22.1% | +66.8% | +41.7% |
| 5Y | +31.6% | +50.1% | -18.6% | +14.2% |
| 10Y | +164.2% | -50.7% | +214.9% | +115.9% |
| All | +164.2% | -49.1% | +213.3% | +115.9% |
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