-42.0%
RIG vs NSC
+3,240.7%
-3,282.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.2% |
| 7D | -8.2% | -2.0% | -6.2% | -7.3% |
| 30D | -0.2% | -3.2% | +3.0% | +1.3% |
| 3M | -2.7% | +3.9% | -6.7% | -4.9% |
| 6M | -7.5% | +7.8% | -15.2% | -11.8% |
| YTD | +38.3% | +13.4% | +24.9% | +28.5% |
| 1Y | +81.8% | +20.3% | +61.5% | +63.9% |
| 3Y | -30.2% | +76.1% | -106.3% | -48.4% |
| 5Y | +59.9% | +45.0% | +14.9% | +31.0% |
| 10Y | -41.9% | +335.7% | -377.6% | -68.6% |
| All | -42.0% | +3,240.7% | -3,282.6% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling