+134.0%
XLC vs RIG
-56.5%
+190.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +6.2% | -12.2% | +18.4% | +7.3% |
| 30D | -2.4% | -6.0% | +3.6% | -2.1% |
| 3M | -3.3% | -9.4% | +6.1% | -2.9% |
| 6M | -7.3% | -19.1% | +11.8% | -6.3% |
| YTD | -7.6% | +25.4% | -33.1% | -10.6% |
| 1Y | -3.7% | +23.3% | -27.0% | -6.8% |
| 3Y | +62.9% | -22.1% | +85.0% | +59.8% |
| 5Y | +41.6% | +50.1% | -8.5% | +26.3% |
| All | +134.0% | -56.5% | +190.5% | +109.7% |
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