+43.4%
XLK vs RIG
+97.6%
-54.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.9% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | +0.7% | +13.8% | -13.1% | -0.4% |
| 3M | -2.9% | -6.4% | +3.5% | -2.5% |
| 6M | +34.3% | -8.2% | +42.4% | +34.0% |
| YTD | +30.4% | +41.6% | -11.2% | +23.0% |
| 1Y | +43.4% | +88.7% | -45.3% | +31.5% |
| All | +43.4% | +97.6% | -54.3% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling