+28.0%
NU vs RIG
+80.5%
-52.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.1% | +7.6% | +11.0% |
| 7D | +9.9% | +5.7% | +4.2% | +8.8% |
| 30D | -11.5% | -0.7% | -10.7% | -11.8% |
| 3M | -5.1% | -3.1% | -2.0% | -5.2% |
| 6M | +3.1% | -16.3% | +19.4% | +5.0% |
| YTD | -21.0% | +34.1% | -55.2% | -28.2% |
| 1Y | -15.2% | +38.2% | -53.4% | -23.5% |
| 3Y | +56.4% | -15.3% | +71.7% | +48.5% |
| All | +28.0% | +80.5% | -52.5% | -13.6% |
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