+77.6%
XOP vs RIG
-92.0%
+169.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.9% |
| 7D | +6.3% | +5.7% | +0.6% | +3.7% |
| 30D | -6.6% | -0.7% | -5.9% | -6.7% |
| 3M | +3.6% | -3.1% | +6.7% | +4.0% |
| 6M | +10.8% | -16.3% | +27.1% | +17.8% |
| YTD | +48.3% | +34.1% | +14.1% | +24.6% |
| 1Y | +42.9% | +38.2% | +4.8% | +18.2% |
| 3Y | +43.3% | -15.3% | +58.6% | +33.2% |
| 5Y | +94.0% | +62.5% | +31.5% | +15.4% |
| 10Y | +53.7% | -46.6% | +100.3% | -9.1% |
| All | +77.6% | -92.0% | +169.6% | +173.9% |
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