-21.8%
RIG vs NXT
+181.9%
-203.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.7% |
| 7D | -2.7% | +2.9% | -5.6% | -3.2% |
| 30D | +9.5% | -17.2% | +26.8% | +13.0% |
| 3M | -6.6% | -32.0% | +25.3% | -1.0% |
| 6M | -2.9% | -15.8% | +12.9% | -3.3% |
| YTD | +39.5% | -1.9% | +41.4% | +33.5% |
| 1Y | +82.3% | +22.5% | +59.8% | +64.8% |
| 3Y | -29.6% | +100.5% | -130.1% | -46.0% |
| All | -21.8% | +181.9% | -203.8% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling