+7,836.4%
NVDA vs RIG
-46.1%
+7,882.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -2.6% |
| 7D | -12.7% | +5.7% | -18.5% | -13.4% |
| 30D | -26.4% | -0.7% | -25.7% | -26.5% |
| 3M | -27.6% | -3.1% | -24.5% | -27.6% |
| 6M | -27.7% | -16.3% | -11.4% | -26.5% |
| YTD | -12.5% | +34.1% | -46.6% | -17.4% |
| 1Y | -12.6% | +38.2% | -50.8% | -18.0% |
| 3Y | +235.9% | -15.3% | +251.2% | +224.6% |
| 5Y | +438.2% | +62.5% | +375.8% | +359.8% |
| All | +7,836.4% | -46.1% | +7,882.5% | +6,724.2% |
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 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