+649.9%
NVDL vs RIG
-31.7%
+681.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.4% |
| 7D | -10.3% | -3.1% | -7.2% | -9.3% |
| 30D | -7.1% | -0.5% | -6.6% | -6.9% |
| 3M | +6.6% | -6.0% | +12.5% | +8.1% |
| 6M | +21.1% | -10.1% | +31.2% | +23.2% |
| YTD | +15.2% | +37.3% | -22.1% | -2.3% |
| 1Y | +18.8% | +73.9% | -55.1% | -10.2% |
| 3Y | +649.9% | -30.2% | +680.1% | +528.1% |
| All | +649.9% | -31.7% | +681.6% | +528.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling