+6.8%
NOW vs RIG
+60.3%
-53.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.6% |
| 7D | -2.4% | +0.9% | -3.2% | -2.6% |
| 30D | +20.5% | +13.8% | +6.7% | +18.4% |
| 3M | +18.3% | -6.4% | +24.7% | +19.0% |
| 6M | +24.1% | -8.2% | +32.2% | +24.7% |
| YTD | -7.8% | +41.6% | -49.4% | -12.8% |
| 1Y | -21.4% | +88.7% | -110.1% | -28.9% |
| 3Y | +19.5% | -30.9% | +50.4% | +18.1% |
| All | +6.8% | +60.3% | -53.4% | -8.7% |
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