+422.3%
XLF vs RIG
-73.6%
+495.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | +0.2% | +13.8% | -13.6% | -2.1% |
| 3M | +11.7% | -6.4% | +18.1% | +12.3% |
| 6M | +13.8% | -8.2% | +22.0% | +14.1% |
| YTD | +7.0% | +41.6% | -34.6% | -1.0% |
| 1Y | +9.1% | +88.7% | -79.6% | -4.6% |
| 3Y | +75.6% | -30.9% | +106.5% | +74.1% |
| 5Y | +66.4% | +57.7% | +8.7% | +31.3% |
| 10Y | +250.3% | -39.3% | +289.5% | +142.3% |
| All | +422.3% | -73.6% | +495.8% | +328.9% |
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 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