+52.6%
XOM vs RIG
+43.0%
+9.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.6% | +3.0% | -2.7% |
| 7D | -7.0% | -18.8% | +11.8% | -2.2% |
| 30D | +3.2% | -1.1% | +4.3% | +3.6% |
| 3M | +10.7% | +4.4% | +6.2% | +9.6% |
| 6M | +11.6% | -20.8% | +32.4% | +16.5% |
| YTD | +43.5% | +32.0% | +11.5% | +31.2% |
| 1Y | +52.6% | +39.7% | +12.9% | +37.9% |
| All | +52.6% | +43.0% | +9.6% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling