+124.6%
XLP vs RIG
-46.9%
+171.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.4% |
| 7D | +0.7% | -24.5% | +25.2% | +1.8% |
| 30D | +10.3% | -2.8% | +13.0% | +10.3% |
| 3M | +6.5% | +1.6% | +5.0% | +6.3% |
| 6M | +8.4% | -15.9% | +24.3% | +8.8% |
| YTD | +18.2% | +26.9% | -8.7% | +16.5% |
| 1Y | +22.4% | +34.4% | -11.9% | +20.3% |
| 3Y | +41.9% | -21.2% | +63.1% | +40.7% |
| 5Y | +40.9% | +46.4% | -5.5% | +33.4% |
| All | +124.6% | -46.9% | +171.5% | +105.9% |
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