+138.6%
NOK vs RIG
-41.2%
+179.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +5.1% |
| 7D | +11.0% | -3.1% | +14.0% | +11.4% |
| 30D | +7.8% | -0.5% | +8.4% | +7.8% |
| 3M | -21.0% | -6.0% | -15.0% | -20.6% |
| 6M | +40.9% | -10.1% | +51.0% | +42.1% |
| YTD | +72.0% | +37.3% | +34.7% | +62.5% |
| 1Y | +140.9% | +73.9% | +67.0% | +118.8% |
| 3Y | +194.3% | -30.2% | +224.4% | +193.9% |
| 5Y | +112.5% | +62.5% | +50.1% | +73.5% |
| All | +138.6% | -41.2% | +179.7% | +81.2% |
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