+257.2%
XOM vs RIG
+59.7%
+197.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +4.1% | -3.1% | +7.2% | +4.9% |
| 30D | +4.6% | -0.5% | +5.1% | +4.6% |
| 3M | +14.0% | -6.0% | +19.9% | +15.3% |
| 6M | +11.0% | -10.1% | +21.1% | +12.8% |
| YTD | +40.7% | +37.3% | +3.4% | +26.6% |
| 1Y | +52.3% | +73.9% | -21.6% | +26.9% |
| 3Y | +60.5% | -30.2% | +90.6% | +63.1% |
| All | +257.2% | +59.7% | +197.5% | +154.6% |
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