-20.1%
NVDL vs RIG
+43.0%
-63.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.6% | +1.5% | -4.5% |
| 7D | -14.0% | -18.8% | +4.7% | -10.6% |
| 30D | -31.2% | -1.1% | -30.1% | -31.5% |
| 3M | -15.5% | +4.4% | -19.9% | -17.2% |
| 6M | -10.3% | -20.8% | +10.5% | -6.7% |
| YTD | -5.8% | +32.0% | -37.7% | -21.3% |
| 1Y | -20.1% | +39.7% | -59.8% | -36.2% |
| All | -20.1% | +43.0% | -63.1% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling