+35.9%
XOP vs RIG
-28.9%
+64.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | +0.6% | -2.7% | +3.3% | +1.5% |
| 30D | +16.5% | +9.5% | +7.0% | +12.7% |
| 3M | +15.7% | -6.6% | +22.4% | +18.0% |
| 6M | +19.2% | -2.9% | +22.1% | +18.7% |
| YTD | +55.0% | +39.5% | +15.5% | +34.2% |
| 1Y | +54.2% | +82.3% | -28.1% | +19.7% |
| 3Y | +35.9% | -29.6% | +65.5% | +40.0% |
| All | +35.9% | -28.9% | +64.8% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling