+82.5%
XOP vs RIG
-91.6%
+174.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.4% |
| 7D | +2.6% | +0.9% | +1.7% | +2.1% |
| 30D | +15.4% | +13.8% | +1.6% | +8.7% |
| 3M | +12.1% | -6.4% | +18.5% | +14.7% |
| 6M | +19.7% | -8.2% | +27.8% | +21.8% |
| YTD | +52.4% | +41.6% | +10.7% | +26.0% |
| 1Y | +47.6% | +88.7% | -41.2% | +5.3% |
| 3Y | +34.4% | -30.9% | +65.2% | +37.7% |
| 5Y | +154.4% | +57.7% | +96.7% | +53.6% |
| 10Y | +54.7% | -39.3% | +93.9% | -15.2% |
| All | +82.5% | -91.6% | +174.1% | +177.0% |
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 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