+533.2%
XYZ vs RIG
-59.9%
+593.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | -1.0% | +0.9% | -1.8% | -1.1% |
| 30D | -1.7% | +13.8% | -15.5% | -4.0% |
| 3M | +16.7% | -6.4% | +23.1% | +17.4% |
| 6M | +26.9% | -8.2% | +35.0% | +27.1% |
| YTD | +27.1% | +41.6% | -14.5% | +17.4% |
| 1Y | +9.3% | +88.7% | -79.5% | -4.7% |
| 3Y | +42.3% | -30.9% | +73.1% | +41.9% |
| 5Y | -69.3% | +57.7% | -127.0% | -74.4% |
| 10Y | +586.8% | -39.3% | +626.1% | +419.1% |
| All | +533.2% | -59.9% | +593.1% | +358.0% |
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