-30.2%
RIG vs NVD
-99.1%
+68.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -3.1% | +10.8% | -13.9% | -1.8% |
| 30D | -0.5% | +0.8% | -1.3% | 0.0% |
| 3M | -6.0% | -20.8% | +14.9% | -7.8% |
| 6M | -10.1% | -41.2% | +31.0% | -14.2% |
| YTD | +37.3% | -44.2% | +81.5% | +31.1% |
| 1Y | +73.9% | -54.2% | +128.1% | +63.9% |
| 3Y | -30.2% | -99.1% | +69.0% | -47.5% |
| All | -30.2% | -99.1% | +68.9% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling