+39.7%
RIG vs NOC
-7.1%
+46.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.5% | -3.1% | -7.2% |
| 7D | -18.8% | -5.0% | -13.8% | -18.3% |
| 30D | -1.1% | +10.3% | -11.4% | -1.3% |
| 3M | +4.4% | -4.3% | +8.7% | +4.9% |
| 6M | -20.8% | -6.5% | -14.3% | -20.4% |
| YTD | +32.0% | -6.7% | +38.7% | +25.6% |
| 1Y | +39.7% | -7.5% | +47.2% | +34.9% |
| All | +39.7% | -7.1% | +46.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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