+988.3%
XLE vs RIG
-76.3%
+1,064.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.9% |
| 7D | -12.0% | -24.5% | +12.5% | -3.7% |
| 30D | -2.7% | -2.8% | 0.0% | -2.2% |
| 3M | +6.6% | +1.6% | +5.0% | +5.2% |
| 6M | +9.5% | -15.9% | +25.4% | +14.3% |
| YTD | +40.6% | +26.9% | +13.7% | +25.9% |
| 1Y | +43.6% | +34.4% | +9.2% | +25.8% |
| 3Y | +58.1% | -21.2% | +79.3% | +51.9% |
| 5Y | +152.2% | +46.4% | +105.8% | +75.5% |
| 10Y | +172.9% | -45.8% | +218.8% | +61.4% |
| All | +988.3% | -76.3% | +1,064.7% | +656.5% |
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