-29.7%
RIG vs NDAQ
+90.0%
-119.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -8.2% | -1.6% | -6.6% | -7.7% |
| 30D | -0.2% | -1.5% | +1.3% | +0.2% |
| 3M | -2.7% | +8.0% | -10.8% | -6.1% |
| 6M | -7.5% | +7.7% | -15.2% | -10.6% |
| YTD | +38.3% | -2.3% | +40.6% | +38.9% |
| 1Y | +81.8% | +0.6% | +81.3% | +79.4% |
| All | -29.7% | +90.0% | -119.6% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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