+1,449.6%
NET vs RIG
+3.2%
+1,446.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.7% |
| 7D | -7.0% | +0.9% | -7.8% | -7.1% |
| 30D | -4.8% | +13.8% | -18.6% | -6.2% |
| 3M | +3.8% | -6.4% | +10.2% | +4.3% |
| 6M | +50.0% | -8.2% | +58.2% | +50.3% |
| YTD | +41.5% | +41.6% | -0.2% | +35.2% |
| 1Y | +32.8% | +88.7% | -55.9% | +22.7% |
| 3Y | +335.9% | -30.9% | +366.7% | +332.1% |
| 5Y | +113.8% | +57.7% | +56.1% | +94.5% |
| All | +1,449.6% | +3.2% | +1,446.4% | +1,378.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling