+1,024.7%
XLE vs RIG
-73.6%
+1,098.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | +0.1% |
| 7D | +2.2% | +0.9% | +1.3% | +1.8% |
| 30D | +11.8% | +13.8% | -2.0% | +6.9% |
| 3M | +9.8% | -6.4% | +16.2% | +11.6% |
| 6M | +15.6% | -8.2% | +23.7% | +17.0% |
| YTD | +45.3% | +41.6% | +3.6% | +26.3% |
| 1Y | +48.3% | +88.7% | -40.4% | +15.5% |
| 3Y | +55.4% | -30.9% | +86.3% | +56.7% |
| 5Y | +216.1% | +57.7% | +158.4% | +114.3% |
| 10Y | +178.4% | -39.3% | +217.6% | +57.7% |
| All | +1,024.7% | -73.6% | +1,098.3% | +658.8% |
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 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