-29.7%
RIG vs NXT
+89.5%
-119.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.2% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | -0.2% | -20.0% | +19.8% | +3.7% |
| 3M | -2.7% | -30.9% | +28.2% | +2.9% |
| 6M | -7.5% | -23.8% | +16.4% | -6.1% |
| YTD | +38.3% | -5.4% | +43.7% | +32.6% |
| 1Y | +81.8% | +28.0% | +53.8% | +61.1% |
| All | -29.7% | +89.5% | -119.2% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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