-30.2%
RIG vs NTR
+36.8%
-66.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.5% |
| 7D | -3.1% | -1.3% | -1.8% | -2.4% |
| 30D | -0.5% | +16.8% | -17.3% | -9.2% |
| 3M | -6.0% | +20.7% | -26.7% | -16.1% |
| 6M | -10.1% | +0.5% | -10.7% | -11.5% |
| YTD | +37.3% | +29.2% | +8.1% | +15.5% |
| 1Y | +73.9% | +39.6% | +34.3% | +38.6% |
| 3Y | -30.2% | +37.9% | -68.0% | -45.0% |
| All | -30.2% | +36.8% | -66.9% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling