+170.7%
XLE vs RIG
-42.7%
+213.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | 0.0% | -2.7% | +2.7% | +0.7% |
| 30D | +12.6% | +9.5% | +3.1% | +9.9% |
| 3M | +11.8% | -6.6% | +18.5% | +13.4% |
| 6M | +16.1% | -2.9% | +18.9% | +15.7% |
| YTD | +46.9% | +39.5% | +7.4% | +32.3% |
| 1Y | +53.3% | +82.3% | -29.0% | +27.3% |
| 3Y | +54.9% | -29.6% | +84.5% | +56.0% |
| 5Y | +225.7% | +63.2% | +162.5% | +143.4% |
| 10Y | +170.7% | -45.0% | +215.7% | +91.8% |
| All | +170.7% | -42.7% | +213.4% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling