-42.4%
RIG vs NYT
+609.8%
-652.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | -0.5% | +4.6% | -5.1% | -2.2% |
| 3M | -6.0% | -9.6% | +3.6% | -3.5% |
| 6M | -10.1% | -14.0% | +3.9% | -6.8% |
| YTD | +37.3% | -2.8% | +40.1% | +35.6% |
| 1Y | +73.9% | +15.6% | +58.3% | +60.8% |
| 3Y | -30.2% | +56.3% | -86.5% | -42.8% |
| 5Y | +62.5% | +39.5% | +23.0% | +36.3% |
| 10Y | -42.3% | +488.0% | -530.3% | -69.0% |
| All | -42.4% | +609.8% | -652.2% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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