+788.5%
XLK vs RIG
-41.2%
+829.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.5% |
| 7D | +0.2% | -3.1% | +3.3% | +0.5% |
| 30D | -0.6% | -0.5% | -0.1% | -0.6% |
| 3M | +2.6% | -6.0% | +8.5% | +2.9% |
| 6M | +34.0% | -10.1% | +44.1% | +34.6% |
| YTD | +30.7% | +37.3% | -6.6% | +25.3% |
| 1Y | +39.2% | +73.9% | -34.7% | +29.8% |
| 3Y | +120.4% | -30.2% | +150.6% | +118.6% |
| 5Y | +148.8% | +62.5% | +86.3% | +119.0% |
| All | +788.5% | -41.2% | +829.7% | +636.8% |
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