+640.9%
XLU vs RIG
-74.2%
+715.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +0.6% | -8.2% | +8.8% | +1.3% |
| 30D | -0.4% | -0.2% | -0.3% | -0.5% |
| 3M | -1.7% | -2.7% | +1.0% | -1.7% |
| 6M | -7.1% | -7.5% | +0.3% | -7.0% |
| YTD | +1.9% | +38.3% | -36.3% | -1.3% |
| 1Y | +6.1% | +81.8% | -75.7% | +0.3% |
| 3Y | +48.8% | -30.2% | +79.0% | +48.1% |
| 5Y | +43.8% | +59.9% | -16.1% | +29.1% |
| 10Y | +143.2% | -41.9% | +185.1% | +101.9% |
| All | +640.9% | -74.2% | +715.1% | +554.1% |
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