+142.5%
XLC vs RIG
-50.9%
+193.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.9% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | +1.0% | +13.8% | -12.8% | -0.1% |
| 3M | -0.7% | -6.4% | +5.7% | -0.4% |
| 6M | -5.1% | -8.2% | +3.0% | -5.0% |
| YTD | -4.3% | +41.6% | -45.9% | -8.0% |
| 1Y | -0.6% | +88.7% | -89.3% | -7.3% |
| 3Y | +72.7% | -30.9% | +103.5% | +71.7% |
| 5Y | +38.0% | +57.7% | -19.7% | +22.6% |
| All | +142.5% | -50.9% | +193.4% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling