+44.8%
XLP vs RIG
-16.1%
+60.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +1.4% |
| 7D | +2.5% | +5.7% | -3.2% | +2.4% |
| 30D | +7.3% | -0.7% | +8.0% | +7.2% |
| 3M | +8.1% | -3.1% | +11.2% | +8.0% |
| 6M | +10.5% | -16.3% | +26.8% | +10.8% |
| YTD | +21.2% | +34.1% | -13.0% | +20.1% |
| 1Y | +22.7% | +38.2% | -15.4% | +21.6% |
| 3Y | +44.8% | -15.3% | +60.1% | +43.5% |
| All | +44.8% | -16.1% | +60.9% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling