+75.9%
XOP vs RIG
-92.4%
+168.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | +5.2% | +4.3% | +0.9% | +3.2% |
| 30D | -8.4% | -5.8% | -2.5% | -6.3% |
| 3M | +2.9% | -6.7% | +9.6% | +5.1% |
| 6M | +8.8% | -18.7% | +27.5% | +17.2% |
| YTD | +46.9% | +28.8% | +18.1% | +25.7% |
| 1Y | +41.5% | +28.8% | +12.7% | +20.7% |
| 3Y | +43.1% | -20.0% | +63.1% | +36.6% |
| 5Y | +92.2% | +56.0% | +36.2% | +16.5% |
| 10Y | +52.3% | -48.7% | +101.0% | -8.3% |
| All | +75.9% | -92.4% | +168.3% | +176.5% |
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