+73.0%
XLF vs RIG
-30.5%
+103.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -2.9% | -4.2% | +1.3% | -2.6% |
| 30D | -1.6% | -0.7% | -0.9% | -1.6% |
| 3M | +9.3% | -4.0% | +13.3% | +9.5% |
| 6M | +14.6% | -6.3% | +20.9% | +14.6% |
| YTD | +4.7% | +39.7% | -35.0% | +0.1% |
| 1Y | +8.6% | +78.1% | -69.4% | +0.7% |
| All | +73.0% | -30.5% | +103.5% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling