+80.4%
XLI vs RIG
+58.5%
+21.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -2.3% | -4.2% | +1.9% | -1.9% |
| 30D | -8.2% | -0.7% | -7.5% | -8.2% |
| 3M | +0.8% | -4.0% | +4.8% | +0.9% |
| 6M | +0.8% | -6.3% | +7.2% | +0.7% |
| YTD | +10.5% | +39.7% | -29.2% | +5.1% |
| 1Y | +14.1% | +78.1% | -64.0% | +5.0% |
| 3Y | +68.6% | -29.5% | +98.1% | +66.3% |
| 5Y | +80.4% | +65.3% | +15.1% | +56.3% |
| All | +80.4% | +58.5% | +21.9% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling