+118.0%
NOK vs RIG
+97.6%
+20.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.8% | +5.5% | +3.1% |
| 7D | -1.8% | +0.9% | -2.6% | -2.0% |
| 30D | +4.7% | +13.8% | -9.1% | +2.3% |
| 3M | -39.7% | -6.4% | -33.3% | -39.1% |
| 6M | +23.1% | -8.2% | +31.2% | +23.4% |
| YTD | +55.0% | +41.6% | +13.4% | +47.0% |
| 1Y | +118.0% | +88.7% | +29.3% | +98.1% |
| All | +118.0% | +97.6% | +20.4% | +98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling