+218.0%
XLE vs RIG
+60.3%
+157.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.1% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | +11.8% | +13.8% | -2.0% | +7.6% |
| 3M | +9.8% | -6.4% | +16.2% | +11.4% |
| 6M | +15.6% | -8.2% | +23.7% | +16.9% |
| YTD | +45.3% | +41.6% | +3.6% | +28.7% |
| 1Y | +48.3% | +88.7% | -40.4% | +19.3% |
| 3Y | +55.4% | -30.9% | +86.3% | +58.3% |
| All | +218.0% | +60.3% | +157.7% | +125.4% |
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