-1.5%
XLC vs RIG
+83.2%
-84.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.6% |
| 7D | -1.7% | -4.2% | +2.5% | -1.7% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | +0.7% | -4.0% | +4.7% | +0.9% |
| 6M | -4.5% | -6.3% | +1.9% | -4.3% |
| YTD | -4.7% | +39.7% | -44.4% | -5.9% |
| 1Y | -1.5% | +78.1% | -79.6% | -3.2% |
| All | -1.5% | +83.2% | -84.7% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling