+44.2%
XLU vs RIG
+59.7%
-15.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -1.6% | -3.1% | +1.5% | -1.5% |
| 30D | -3.3% | -0.5% | -2.8% | -3.3% |
| 3M | -3.2% | -6.0% | +2.8% | -3.0% |
| 6M | -7.0% | -10.1% | +3.2% | -6.8% |
| YTD | +0.6% | +37.3% | -36.7% | -1.4% |
| 1Y | +2.4% | +73.9% | -71.5% | -1.0% |
| 3Y | +46.3% | -30.2% | +76.4% | +45.2% |
| All | +44.2% | +59.7% | -15.5% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling