+2,739.2%
XOM vs RIG
-41.1%
+2,780.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.1% |
| 7D | -2.4% | -2.7% | +0.3% | -1.8% |
| 30D | +5.7% | +9.5% | -3.8% | +3.3% |
| 3M | +6.6% | -6.6% | +13.2% | +7.9% |
| 6M | +7.7% | -2.9% | +10.5% | +7.3% |
| YTD | +36.2% | +39.5% | -3.3% | +23.7% |
| 1Y | +50.5% | +82.3% | -31.8% | +26.9% |
| 3Y | +53.4% | -29.6% | +82.9% | +53.8% |
| 5Y | +254.2% | +63.2% | +191.0% | +170.0% |
| 10Y | +177.9% | -45.0% | +222.9% | +94.4% |
| All | +2,739.2% | -41.1% | +2,780.3% | +1,868.7% |
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