-62.7%
RIG vs NTAP
+23,869.3%
-23,932.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | -2.7% | +3.3% | -6.0% | -3.4% |
| 30D | +9.5% | -0.2% | +9.7% | +9.4% |
| 3M | -6.6% | +11.4% | -18.0% | -9.2% |
| 6M | -2.9% | +88.7% | -91.5% | -16.2% |
| YTD | +39.5% | +78.9% | -39.5% | +21.5% |
| 1Y | +82.3% | +58.8% | +23.5% | +62.7% |
| 3Y | -29.6% | +153.5% | -183.1% | -43.2% |
| 5Y | +63.2% | +136.7% | -73.6% | +33.8% |
| 10Y | -45.0% | +590.2% | -635.2% | -61.2% |
| All | -62.7% | +23,869.3% | -23,932.0% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling