+32.6%
NET vs RIG
+44.2%
-11.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.6% | +5.1% | -0.9% |
| 7D | -16.4% | -18.8% | +2.4% | -12.6% |
| 30D | -25.8% | -1.1% | -24.8% | -25.9% |
| 3M | -11.5% | +4.4% | -15.9% | -13.3% |
| 6M | +18.9% | -20.8% | +39.7% | +23.0% |
| YTD | +35.2% | +32.0% | +3.3% | +22.0% |
| 1Y | +14.5% | +39.7% | -25.3% | +1.6% |
| 3Y | +313.8% | -20.3% | +334.1% | +297.3% |
| 5Y | +32.6% | +49.3% | -16.7% | -5.3% |
| All | +32.6% | +44.2% | -11.6% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling