-42.2%
RIG vs NTAP
+650.8%
-693.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.5% | -10.3% | -7.3% |
| 7D | -3.1% | +7.4% | -10.5% | -8.0% |
| 30D | -0.5% | -1.4% | +0.8% | -0.7% |
| 3M | -6.0% | +24.6% | -30.5% | -20.8% |
| 6M | -10.1% | +105.9% | -116.0% | -49.8% |
| YTD | +37.3% | +88.5% | -51.2% | -19.0% |
| 1Y | +73.9% | +62.1% | +11.8% | +14.1% |
| 3Y | -30.2% | +169.1% | -199.2% | -71.5% |
| 5Y | +62.5% | +141.9% | -79.4% | -29.5% |
| All | -42.2% | +650.8% | -693.0% | -85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling