+102.8%
NOK vs RIG
+58.5%
+44.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +8.7% | -4.2% | +12.9% | +9.2% |
| 30D | +12.5% | -0.7% | +13.2% | +12.5% |
| 3M | -20.7% | -4.0% | -16.8% | -20.6% |
| 6M | +36.2% | -6.3% | +42.5% | +36.4% |
| YTD | +64.1% | +39.7% | +24.4% | +57.6% |
| 1Y | +132.4% | +78.1% | +54.3% | +117.0% |
| 3Y | +182.9% | -29.5% | +212.3% | +182.3% |
| 5Y | +102.8% | +65.3% | +37.5% | +77.2% |
| All | +102.8% | +58.5% | +44.3% | +77.2% |
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 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