+28.4%
XLY vs RIG
+59.7%
-31.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | -1.7% | -3.1% | +1.4% | -1.4% |
| 30D | -4.2% | -0.5% | -3.7% | -4.2% |
| 3M | -2.7% | -6.0% | +3.3% | -2.3% |
| 6M | -0.6% | -10.1% | +9.5% | -0.3% |
| YTD | -5.0% | +37.3% | -42.3% | -9.7% |
| 1Y | -4.1% | +73.9% | -78.0% | -11.9% |
| 3Y | +33.6% | -30.2% | +63.8% | +31.4% |
| All | +28.4% | +59.7% | -31.3% | +7.6% |
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 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