+300.2%
NEM vs RIG
-40.1%
+340.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.1% |
| 7D | -3.3% | -4.2% | +0.9% | -3.1% |
| 30D | +7.8% | -0.7% | +8.5% | +7.9% |
| 3M | +36.3% | -4.0% | +40.2% | +36.4% |
| 6M | +6.6% | -6.3% | +12.9% | +6.5% |
| YTD | +27.1% | +39.7% | -12.6% | +24.5% |
| 1Y | +62.3% | +78.1% | -15.7% | +56.9% |
| 3Y | +245.1% | -29.5% | +274.5% | +242.9% |
| 5Y | +154.0% | +65.3% | +88.7% | +141.3% |
| All | +300.2% | -40.1% | +340.3% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling