-42.2%
RIG vs NSC
+332.1%
-374.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.0% |
| 7D | -3.1% | -2.8% | -0.3% | -0.8% |
| 30D | -0.5% | -4.5% | +4.0% | +3.0% |
| 3M | -6.0% | +3.5% | -9.5% | -9.4% |
| 6M | -10.1% | +8.5% | -18.7% | -17.9% |
| YTD | +37.3% | +12.3% | +24.9% | +21.6% |
| 1Y | +73.9% | +18.9% | +55.0% | +46.4% |
| 3Y | -30.2% | +74.1% | -104.3% | -59.7% |
| 5Y | +62.5% | +43.9% | +18.6% | +9.5% |
| All | -42.2% | +332.1% | -374.3% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling