-1.7%
XLC vs RIG
+34.1%
-35.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.1% | +1.2% |
| 7D | +3.7% | +5.7% | -2.0% | +3.9% |
| 30D | -1.9% | -0.7% | -1.2% | -2.1% |
| 3M | -3.1% | -3.1% | 0.0% | -3.3% |
| 6M | -6.4% | -16.3% | +10.0% | -6.1% |
| YTD | -6.8% | +34.1% | -41.0% | -8.6% |
| 1Y | -1.7% | +38.2% | -39.8% | -3.8% |
| All | -1.7% | +34.1% | -35.8% | -3.8% |
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