-41.5%
RIG vs NOC
+6,010.2%
-6,051.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -2.7% | -2.7% | 0.0% | -1.7% |
| 30D | +9.5% | -8.9% | +18.4% | +13.3% |
| 3M | -6.6% | -3.7% | -3.0% | -5.7% |
| 6M | -2.9% | -30.8% | +27.9% | +11.2% |
| YTD | +39.5% | -7.9% | +47.4% | +41.7% |
| 1Y | +82.3% | -9.4% | +91.7% | +85.9% |
| 3Y | -29.6% | +29.0% | -58.6% | -39.1% |
| 5Y | +63.2% | +56.1% | +7.1% | +30.0% |
| 10Y | -45.0% | +186.3% | -231.2% | -64.4% |
| All | -41.5% | +6,010.2% | -6,051.6% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling