+39.7%
RIG vs NTAP
+66.6%
-26.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.0% | -7.5% |
| 7D | -18.8% | -16.1% | -2.7% | -17.8% |
| 30D | -1.1% | -15.9% | +14.9% | 0.0% |
| 3M | +4.4% | -1.2% | +5.6% | +4.1% |
| 6M | -20.8% | +70.1% | -90.8% | -27.6% |
| YTD | +32.0% | +77.9% | -46.0% | +15.4% |
| 1Y | +39.7% | +68.1% | -28.4% | +23.7% |
| All | +39.7% | +66.6% | -26.9% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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