+322.4%
NET vs RIG
-21.0%
+343.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.6% | +5.1% | -1.5% |
| 7D | -16.4% | -18.8% | +2.4% | -13.9% |
| 30D | -25.8% | -1.1% | -24.8% | -25.8% |
| 3M | -11.5% | +4.4% | -15.9% | -12.7% |
| 6M | +18.9% | -20.8% | +39.7% | +21.8% |
| YTD | +35.2% | +32.0% | +3.3% | +26.0% |
| 1Y | +14.5% | +39.7% | -25.3% | +5.5% |
| All | +322.4% | -21.0% | +343.4% | +298.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling