+39.7%
RIG vs NVD
-27.4%
+67.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.5% | -14.1% | -7.0% |
| 7D | -18.8% | +15.0% | -33.7% | -17.6% |
| 30D | -1.1% | +39.3% | -40.4% | +2.2% |
| 3M | +4.4% | +3.1% | +1.3% | +5.1% |
| 6M | -20.8% | -19.0% | -1.8% | -21.2% |
| YTD | +32.0% | -35.5% | +67.5% | +27.9% |
| 1Y | +39.7% | -30.2% | +69.9% | +41.0% |
| All | +39.7% | -27.4% | +67.1% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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