+191.6%
XOM vs RIG
-40.1%
+231.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.4% |
| 7D | +1.9% | -4.2% | +6.0% | +2.8% |
| 30D | +4.1% | -0.7% | +4.8% | +4.1% |
| 3M | +10.4% | -4.0% | +14.4% | +11.0% |
| 6M | +13.0% | -6.3% | +19.4% | +13.6% |
| YTD | +40.1% | +39.7% | +0.3% | +27.9% |
| 1Y | +51.1% | +78.1% | -27.0% | +29.5% |
| 3Y | +57.7% | -29.5% | +87.2% | +58.2% |
| 5Y | +264.7% | +65.3% | +199.4% | +183.7% |
| All | +191.6% | -40.1% | +231.7% | +109.4% |
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