+554.0%
XYZ vs RIG
-64.1%
+618.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.3% |
| 7D | +12.1% | -24.5% | +36.6% | +17.1% |
| 30D | +12.4% | -2.8% | +15.2% | +12.2% |
| 3M | +8.2% | +1.6% | +6.6% | +6.9% |
| 6M | +20.7% | -15.9% | +36.6% | +22.4% |
| YTD | +31.3% | +26.9% | +4.4% | +22.6% |
| 1Y | +20.5% | +34.4% | -13.8% | +11.1% |
| 3Y | +72.6% | -21.2% | +93.8% | +67.3% |
| 5Y | -64.0% | +46.4% | -110.4% | -69.6% |
| 10Y | +601.8% | -45.8% | +647.6% | +438.5% |
| All | +554.0% | -64.1% | +618.1% | +378.2% |
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