+112.5%
NET vs RIG
+60.3%
+52.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.4% |
| 7D | -7.0% | +0.9% | -7.8% | -7.3% |
| 30D | -4.8% | +13.8% | -18.6% | -7.7% |
| 3M | +3.8% | -6.4% | +10.2% | +4.7% |
| 6M | +50.0% | -8.2% | +58.2% | +50.3% |
| YTD | +41.5% | +41.6% | -0.2% | +27.6% |
| 1Y | +32.8% | +88.7% | -55.9% | +10.8% |
| 3Y | +335.9% | -30.9% | +366.7% | +338.2% |
| All | +112.5% | +60.3% | +52.2% | +58.5% |
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 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