+164.5%
XLB vs RIG
-44.3%
+208.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.9% | -8.2% | +5.3% | -2.0% |
| 30D | -3.4% | -0.2% | -3.2% | -3.4% |
| 3M | +1.6% | -2.7% | +4.3% | +1.6% |
| 6M | +3.6% | -7.5% | +11.1% | +3.7% |
| YTD | +14.2% | +38.3% | -24.0% | +8.7% |
| 1Y | +15.6% | +81.8% | -66.3% | +6.0% |
| 3Y | +33.1% | -30.2% | +63.3% | +32.4% |
| 5Y | +35.0% | +59.9% | -24.9% | +16.4% |
| 10Y | +164.5% | -41.9% | +206.5% | +110.7% |
| All | +164.5% | -44.3% | +208.8% | +110.7% |
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 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