-42.4%
RIG vs NI
+2,577.5%
-2,619.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -0.5% | -1.4% | +0.9% | +0.1% |
| 3M | -6.0% | -10.6% | +4.6% | -1.2% |
| 6M | -10.1% | -9.3% | -0.8% | -6.6% |
| YTD | +37.3% | +1.1% | +36.1% | +35.7% |
| 1Y | +73.9% | +3.4% | +70.5% | +70.1% |
| 3Y | -30.2% | +67.9% | -98.0% | -46.7% |
| 5Y | +62.5% | +98.0% | -35.5% | +13.5% |
| 10Y | -42.3% | +143.6% | -185.9% | -64.2% |
| All | -42.4% | +2,577.5% | -2,619.8% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 all: compounded portfolio wealth divided by compounded NI 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…
all analysis · Full analysis span regression · 6 months rolling