+58.1%
XLE vs RIG
-24.1%
+82.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.7% |
| 7D | -12.0% | -24.5% | +12.5% | -5.5% |
| 30D | -2.7% | -2.8% | 0.0% | -2.2% |
| 3M | +6.6% | +1.6% | +5.0% | +5.7% |
| 6M | +9.5% | -15.9% | +25.4% | +13.4% |
| YTD | +40.6% | +26.9% | +13.7% | +29.4% |
| 1Y | +43.6% | +34.4% | +9.2% | +30.0% |
| 3Y | +58.1% | -21.2% | +79.3% | +53.2% |
| All | +58.1% | -24.1% | +82.1% | +53.2% |
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