+88.7%
RIG vs NSC
+20.4%
+68.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +0.9% | -5.5% | +6.4% | +1.7% |
| 30D | +13.8% | -3.2% | +17.0% | +14.2% |
| 3M | -6.4% | +7.7% | -14.1% | -8.0% |
| 6M | -8.2% | +4.5% | -12.7% | -8.1% |
| YTD | +41.6% | +15.6% | +26.1% | +34.5% |
| 1Y | +88.7% | +19.8% | +68.9% | +83.7% |
| All | +88.7% | +20.4% | +68.4% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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