+820.5%
XLB vs RIG
-73.6%
+894.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.1% |
| 7D | -1.4% | +0.9% | -2.3% | -1.6% |
| 30D | -0.4% | +13.8% | -14.2% | -2.7% |
| 3M | +2.0% | -6.4% | +8.4% | +2.6% |
| 6M | +1.8% | -8.2% | +10.0% | +2.1% |
| YTD | +16.6% | +41.6% | -25.1% | +8.0% |
| 1Y | +16.9% | +88.7% | -71.8% | +2.3% |
| 3Y | +32.6% | -30.9% | +63.4% | +31.8% |
| 5Y | +35.6% | +57.7% | -22.0% | +7.8% |
| 10Y | +160.0% | -39.3% | +199.3% | +80.2% |
| All | +820.5% | -73.6% | +894.1% | +668.3% |
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