+561.3%
XLP vs RIG
-77.0%
+638.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.7% | -0.4% |
| 7D | +3.5% | -23.8% | +27.2% | +4.9% |
| 30D | +11.6% | -5.6% | +17.1% | +11.8% |
| 3M | +7.6% | -0.8% | +8.4% | +7.4% |
| 6M | +10.0% | -18.4% | +28.4% | +10.8% |
| YTD | +19.7% | +23.5% | -3.8% | +17.5% |
| 1Y | +23.5% | +30.8% | -7.3% | +20.7% |
| 3Y | +44.0% | -25.4% | +69.4% | +42.7% |
| 5Y | +42.7% | +42.5% | +0.2% | +32.4% |
| 10Y | +131.3% | -47.3% | +178.6% | +102.9% |
| All | +561.3% | -77.0% | +638.2% | +501.7% |
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