+344.1%
NEM vs RIG
-46.1%
+390.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.2% |
| 7D | -6.4% | +5.7% | -12.2% | -6.7% |
| 30D | +1.4% | -0.7% | +2.1% | +1.3% |
| 3M | -0.7% | -3.1% | +2.4% | -0.8% |
| 6M | -4.5% | -16.3% | +11.8% | -4.0% |
| YTD | +14.0% | +34.1% | -20.1% | +11.7% |
| 1Y | +27.3% | +38.2% | -10.9% | +24.5% |
| 3Y | +250.5% | -15.3% | +265.8% | +245.3% |
| 5Y | +121.1% | +62.5% | +58.6% | +110.8% |
| All | +344.1% | -46.1% | +390.2% | +340.9% |
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