+1,075.5%
XLI vs RIG
-75.0%
+1,150.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.0% |
| 7D | +3.8% | +5.7% | -2.0% | +2.9% |
| 30D | +1.0% | -0.7% | +1.8% | +0.8% |
| 3M | -8.9% | -3.1% | -5.8% | -9.0% |
| 6M | -2.3% | -16.3% | +14.0% | -0.9% |
| YTD | +9.7% | +34.1% | -24.5% | +2.9% |
| 1Y | +12.3% | +38.2% | -25.8% | +4.7% |
| 3Y | +71.5% | -15.3% | +86.8% | +64.8% |
| 5Y | +70.2% | +62.5% | +7.7% | +38.8% |
| 10Y | +227.5% | -46.6% | +274.0% | +144.9% |
| All | +1,075.5% | -75.0% | +1,150.5% | +843.2% |
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 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