-24.8%
RIG vs NXT
+213.5%
-238.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.9% |
| 7D | +5.7% | -9.4% | +15.1% | +7.2% |
| 30D | -0.7% | +15.1% | -15.8% | -3.6% |
| 3M | -3.1% | -9.1% | +6.0% | -2.5% |
| 6M | -16.3% | -30.3% | +14.0% | -12.9% |
| YTD | +34.1% | +9.1% | +25.0% | +25.0% |
| 1Y | +38.2% | +7.9% | +30.3% | +28.8% |
| 3Y | -15.3% | +176.5% | -191.8% | -38.8% |
| All | -24.8% | +213.5% | -238.4% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling