+891.0%
XLV vs RIG
-73.9%
+964.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.6% |
| 7D | -4.4% | -4.2% | -0.2% | -4.1% |
| 30D | -1.4% | -0.7% | -0.7% | -1.4% |
| 3M | +8.9% | -4.0% | +12.9% | +9.0% |
| 6M | +9.1% | -6.3% | +15.4% | +9.1% |
| YTD | +7.9% | +39.7% | -31.8% | +4.3% |
| 1Y | +22.7% | +78.1% | -55.4% | +16.0% |
| 3Y | +31.9% | -29.5% | +61.4% | +31.2% |
| 5Y | +34.9% | +65.3% | -30.5% | +20.1% |
| 10Y | +173.9% | -41.3% | +215.2% | +128.8% |
| All | +891.0% | -73.9% | +964.9% | +751.6% |
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