-42.2%
RIG vs NTRS
+259.9%
-302.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.6% |
| 7D | -3.1% | +1.4% | -4.4% | -4.2% |
| 30D | -0.5% | -0.7% | +0.1% | -0.3% |
| 3M | -6.0% | +11.3% | -17.3% | -14.5% |
| 6M | -10.1% | +35.5% | -45.7% | -31.4% |
| YTD | +37.3% | +40.6% | -3.3% | +1.0% |
| 1Y | +73.9% | +49.2% | +24.7% | +20.6% |
| 3Y | -30.2% | +167.2% | -197.4% | -72.3% |
| 5Y | +62.5% | +94.9% | -32.5% | -19.3% |
| All | -42.2% | +259.9% | -302.1% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling