-4.5%
NEM vs EOG
+19.7%
-24.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +1.3% |
| 7D | -6.4% | +7.6% | -14.0% | -3.1% |
| 30D | +1.4% | +3.4% | -2.0% | +3.2% |
| 3M | -0.7% | +12.7% | -13.4% | +5.2% |
| 6M | -4.5% | +19.0% | -23.5% | +4.7% |
| All | -4.5% | +19.7% | -24.2% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling