+149.9%
XLE vs RIG
+44.4%
+105.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.8% |
| 7D | -12.0% | -24.5% | +12.5% | -4.8% |
| 30D | -2.7% | -2.8% | 0.0% | -2.2% |
| 3M | +6.6% | +1.6% | +5.0% | +5.4% |
| 6M | +9.5% | -15.9% | +25.4% | +13.7% |
| YTD | +40.6% | +26.9% | +13.7% | +27.9% |
| 1Y | +43.6% | +34.4% | +9.2% | +28.1% |
| 3Y | +58.1% | -21.2% | +79.3% | +54.0% |
| All | +149.9% | +44.4% | +105.6% | +88.9% |
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