+37.6%
XLC vs RIG
+64.1%
-26.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | -1.4% | -8.2% | +6.8% | -0.7% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | -0.3% | -2.7% | +2.4% | -0.3% |
| 6M | -5.2% | -7.5% | +2.3% | -5.1% |
| YTD | -5.3% | +38.3% | -43.6% | -9.1% |
| 1Y | -2.8% | +81.8% | -84.7% | -9.6% |
| 3Y | +71.2% | -30.2% | +101.4% | +69.4% |
| 5Y | +37.6% | +59.9% | -22.4% | +18.6% |
| All | +37.6% | +64.1% | -26.5% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling