+135.4%
XLP vs RIG
-49.1%
+184.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.3% | -12.2% | +14.5% | +2.8% |
| 30D | +9.1% | -6.0% | +15.1% | +9.3% |
| 3M | +7.9% | -9.4% | +17.3% | +8.1% |
| 6M | +9.6% | -19.1% | +28.7% | +10.2% |
| YTD | +19.4% | +25.4% | -6.0% | +17.8% |
| 1Y | +22.4% | +23.3% | -1.0% | +20.7% |
| 3Y | +43.2% | -22.1% | +65.3% | +42.1% |
| 5Y | +42.6% | +50.1% | -7.6% | +34.8% |
| 10Y | +135.4% | -50.7% | +186.1% | +113.9% |
| All | +135.4% | -49.1% | +184.5% | +113.9% |
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