+73.1%
XLC vs RIG
-27.8%
+100.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.0% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | +1.0% | +13.8% | -12.8% | 0.0% |
| 3M | -0.7% | -6.4% | +5.7% | -0.3% |
| 6M | -5.1% | -8.2% | +3.0% | -5.0% |
| YTD | -4.3% | +41.6% | -45.9% | -8.2% |
| 1Y | -0.6% | +88.7% | -89.3% | -7.8% |
| All | +73.1% | -27.8% | +100.8% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling