+472.4%
NEM vs EOG
+7,424.5%
-6,952.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.9% | -2.0% | +5.9% | +4.3% |
| 30D | +12.7% | +7.9% | +4.8% | +11.0% |
| 3M | +28.7% | +4.5% | +24.2% | +26.8% |
| 6M | +9.8% | +12.3% | -2.5% | +5.9% |
| YTD | +28.1% | +41.9% | -13.8% | +17.7% |
| 1Y | +69.3% | +27.8% | +41.5% | +58.7% |
| 3Y | +247.7% | +21.8% | +225.9% | +225.7% |
| 5Y | +153.4% | +174.0% | -20.6% | +95.4% |
| 10Y | +291.3% | +110.4% | +180.9% | +186.5% |
| All | +472.4% | +7,424.5% | -6,952.0% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling