+253.9%
XLI vs RIG
-41.2%
+295.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -1.7% | -3.1% | +1.4% | -1.3% |
| 30D | -7.3% | -0.5% | -6.7% | -7.3% |
| 3M | -1.3% | -6.0% | +4.6% | -1.0% |
| 6M | +2.2% | -10.1% | +12.4% | +2.6% |
| YTD | +11.7% | +37.3% | -25.6% | +6.4% |
| 1Y | +14.3% | +73.9% | -59.7% | +5.3% |
| 3Y | +70.3% | -30.2% | +100.5% | +69.3% |
| 5Y | +82.3% | +62.5% | +19.9% | +56.1% |
| All | +253.9% | -41.2% | +295.1% | +178.5% |
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 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