+41.6%
XLC vs RIG
+42.7%
-1.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.2% |
| YTD | -7.6% | +25.4% | -33.1% | -11.1% |
| 1Y | -3.7% | +23.3% | -27.0% | -7.2% |
| 3Y | +62.9% | -22.1% | +85.0% | +58.9% |
| 5Y | +41.6% | +50.1% | -8.5% | +22.4% |
| All | +41.6% | +42.7% | -1.1% | +22.4% |
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 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