-54.5%
RIG vs NVT
+731.8%
-786.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.4% | -4.7% |
| 7D | -3.1% | +4.1% | -7.1% | -5.9% |
| 30D | -0.5% | -5.1% | +4.6% | +1.7% |
| 3M | -6.0% | -1.2% | -4.8% | -8.6% |
| 6M | -10.1% | +46.6% | -56.7% | -37.0% |
| YTD | +37.3% | +60.0% | -22.7% | -10.9% |
| 1Y | +73.9% | +70.8% | +3.1% | +5.3% |
| 3Y | -30.2% | +187.5% | -217.7% | -75.1% |
| 5Y | +62.5% | +426.1% | -363.7% | -67.9% |
| All | -54.5% | +731.8% | -786.2% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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