+120.2%
NEM vs EOG
+112.7%
+7.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -6.4% | +7.6% | -14.0% | -7.3% |
| 30D | +1.4% | +3.4% | -2.0% | +0.7% |
| 3M | -0.7% | +12.7% | -13.4% | -2.7% |
| 6M | -4.5% | +19.0% | -23.5% | -7.7% |
| YTD | +14.0% | +55.6% | -41.5% | +3.2% |
| 1Y | +27.3% | +49.5% | -22.3% | +16.1% |
| 3Y | +250.5% | +43.2% | +207.3% | +218.8% |
| All | +120.2% | +112.7% | +7.4% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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