+1,477.5%
XLK vs RIG
-74.2%
+1,551.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.3% | -8.2% | +10.5% | +3.4% |
| 30D | +0.8% | -0.2% | +1.0% | +0.8% |
| 3M | +4.1% | -2.7% | +6.8% | +4.1% |
| 6M | +34.8% | -7.5% | +42.2% | +35.0% |
| YTD | +30.8% | +38.3% | -7.4% | +23.9% |
| 1Y | +42.4% | +81.8% | -39.5% | +29.5% |
| 3Y | +121.8% | -30.2% | +152.0% | +120.7% |
| 5Y | +146.6% | +59.9% | +86.7% | +108.2% |
| 10Y | +804.3% | -41.9% | +846.2% | +593.7% |
| All | +1,477.5% | -74.2% | +1,551.7% | +1,130.2% |
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