+73.9%
RIG vs NTAP
+63.1%
+10.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.5% | -10.3% | -2.7% |
| 7D | -3.1% | +7.4% | -10.5% | -3.9% |
| 30D | -0.5% | -1.4% | +0.8% | -0.3% |
| 3M | -6.0% | +24.6% | -30.5% | -8.9% |
| 6M | -10.1% | +105.9% | -116.0% | -26.2% |
| YTD | +37.3% | +88.5% | -51.2% | +15.7% |
| 1Y | +73.9% | +62.1% | +11.8% | +64.3% |
| All | +73.9% | +63.1% | +10.8% | +64.3% |
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