+14,551.4%
NVDA vs RIG
-40.1%
+14,591.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.4% |
| 7D | -4.3% | -4.2% | -0.2% | -3.8% |
| 30D | +0.5% | -0.7% | +1.2% | +0.6% |
| 3M | +9.1% | -4.0% | +13.1% | +9.3% |
| 6M | +18.5% | -6.3% | +24.8% | +18.6% |
| YTD | +17.4% | +39.7% | -22.4% | +10.6% |
| 1Y | +23.4% | +78.1% | -54.6% | +11.8% |
| 3Y | +380.6% | -29.5% | +410.0% | +376.5% |
| 5Y | +875.7% | +65.3% | +810.4% | +733.4% |
| All | +14,551.4% | -40.1% | +14,591.5% | +12,329.9% |
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