+1,096.1%
XLY vs RIG
-73.9%
+1,170.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -3.9% | -4.2% | +0.3% | -3.4% |
| 30D | -6.1% | -0.7% | -5.4% | -6.1% |
| 3M | -1.2% | -4.0% | +2.8% | -1.0% |
| 6M | -1.8% | -6.3% | +4.6% | -1.9% |
| YTD | -5.9% | +39.7% | -45.6% | -11.0% |
| 1Y | -3.1% | +78.1% | -81.2% | -11.6% |
| 3Y | +36.0% | -29.5% | +65.4% | +34.8% |
| 5Y | +27.6% | +65.3% | -37.8% | +7.4% |
| 10Y | +216.8% | -41.3% | +258.1% | +144.1% |
| All | +1,096.1% | -73.9% | +1,170.0% | +896.9% |
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