+184.5%
NOK vs RIG
-31.2%
+215.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +9.3% | -8.2% | +17.5% | +10.4% |
| 30D | +17.9% | -0.2% | +18.0% | +17.8% |
| 3M | -22.3% | -2.7% | -19.6% | -22.3% |
| 6M | +36.4% | -7.5% | +43.8% | +36.8% |
| YTD | +66.3% | +38.3% | +28.0% | +59.3% |
| 1Y | +134.4% | +81.8% | +52.6% | +117.1% |
| All | +184.5% | -31.2% | +215.7% | +181.5% |
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 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