+55.0%
XOP vs RIG
-41.2%
+96.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.8% |
| 7D | +2.6% | -3.1% | +5.7% | +3.8% |
| 30D | +9.6% | -0.5% | +10.1% | +9.6% |
| 3M | +20.4% | -6.0% | +26.3% | +22.6% |
| 6M | +19.9% | -10.1% | +30.0% | +23.0% |
| YTD | +56.4% | +37.3% | +19.1% | +34.9% |
| 1Y | +52.4% | +73.9% | -21.5% | +18.4% |
| 3Y | +39.9% | -30.2% | +70.1% | +43.5% |
| 5Y | +163.7% | +62.5% | +101.3% | +74.8% |
| All | +55.0% | -41.2% | +96.2% | +8.2% |
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