+71.5%
XLI vs RIG
-16.1%
+87.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.8% |
| 7D | +3.8% | +5.7% | -2.0% | +3.2% |
| 30D | +1.0% | -0.7% | +1.8% | +0.8% |
| 3M | -8.9% | -3.1% | -5.8% | -9.1% |
| 6M | -2.3% | -16.3% | +14.0% | -1.2% |
| YTD | +9.7% | +34.1% | -24.5% | +3.7% |
| 1Y | +12.3% | +38.2% | -25.8% | +5.7% |
| 3Y | +71.5% | -15.3% | +86.8% | +64.2% |
| All | +71.5% | -16.1% | +87.5% | +64.2% |
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