+169.4%
XLV vs RIG
-41.2%
+210.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | -0.1% |
| 7D | -3.6% | -3.1% | -0.5% | -3.4% |
| 30D | -1.8% | -0.5% | -1.3% | -1.8% |
| 3M | +7.8% | -6.0% | +13.8% | +8.0% |
| 6M | +9.1% | -10.1% | +19.3% | +9.4% |
| YTD | +7.7% | +37.3% | -29.6% | +5.3% |
| 1Y | +20.4% | +73.9% | -53.5% | +16.0% |
| 3Y | +30.8% | -30.2% | +60.9% | +30.2% |
| 5Y | +34.6% | +62.5% | -27.8% | +24.7% |
| All | +169.4% | -41.2% | +210.6% | +138.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling