+30.8%
RIG vs NTRS
+37.4%
-6.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.7% | -2.7% | -5.5% |
| 7D | -23.8% | -0.9% | -22.9% | -23.6% |
| 30D | -5.6% | +1.1% | -6.7% | -5.8% |
| 3M | -0.8% | -6.6% | +5.8% | +1.1% |
| 6M | -18.4% | +7.1% | -25.5% | -20.9% |
| YTD | +23.5% | +27.4% | -3.9% | +11.7% |
| 1Y | +30.8% | +36.5% | -5.8% | +15.4% |
| All | +30.8% | +37.4% | -6.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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