+18.8%
NVDL vs RIG
+77.2%
-58.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.2% |
| 7D | -10.3% | -3.1% | -7.2% | -9.8% |
| 30D | -7.1% | -0.5% | -6.6% | -7.0% |
| 3M | +6.6% | -6.0% | +12.5% | +7.6% |
| 6M | +21.1% | -10.1% | +31.2% | +22.6% |
| YTD | +15.2% | +37.3% | -22.1% | +4.2% |
| 1Y | +18.8% | +73.9% | -55.1% | +3.9% |
| All | +18.8% | +77.2% | -58.4% | +3.9% |
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 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