+508.9%
XLP vs RIG
-73.6%
+582.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.6% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -0.9% | +13.8% | -14.7% | -1.6% |
| 3M | +3.8% | -6.4% | +10.2% | +4.0% |
| 6M | -1.7% | -8.2% | +6.4% | -1.6% |
| YTD | +10.3% | +41.6% | -31.4% | +7.6% |
| 1Y | +7.8% | +88.7% | -80.9% | +3.2% |
| 3Y | +27.2% | -30.9% | +58.1% | +26.9% |
| 5Y | +32.5% | +57.7% | -25.2% | +22.3% |
| 10Y | +101.8% | -39.3% | +141.0% | +75.5% |
| All | +508.9% | -73.6% | +582.5% | +451.0% |
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