+835.0%
XLB vs RIG
-76.0%
+911.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | -1.6% | -2.6% | +0.9% | -1.2% |
| 30D | +7.2% | -5.2% | +12.4% | +7.8% |
| 3M | 0.0% | -8.6% | +8.7% | +0.9% |
| 6M | +2.3% | -18.9% | +21.2% | +4.6% |
| YTD | +18.4% | +28.6% | -10.2% | +10.9% |
| 1Y | +23.3% | +25.5% | -2.2% | +15.8% |
| 3Y | +45.2% | -20.2% | +65.3% | +40.2% |
| 5Y | +31.0% | +53.9% | -23.0% | +4.4% |
| 10Y | +168.8% | -48.8% | +217.6% | +93.1% |
| All | +835.0% | -76.0% | +911.0% | +688.7% |
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