+248.8%
XLF vs RIG
-41.2%
+290.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -1.5% | -3.1% | +1.6% | -1.1% |
| 30D | -1.2% | -0.5% | -0.6% | -1.2% |
| 3M | +9.2% | -6.0% | +15.2% | +9.7% |
| 6M | +16.3% | -10.1% | +26.5% | +16.9% |
| YTD | +5.4% | +37.3% | -31.9% | -0.1% |
| 1Y | +7.6% | +73.9% | -66.3% | -1.7% |
| 3Y | +74.2% | -30.2% | +104.4% | +73.1% |
| 5Y | +66.1% | +62.5% | +3.7% | +39.2% |
| All | +248.8% | -41.2% | +290.0% | +162.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling