+120.2%
NEM vs RIG
+62.5%
+57.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | 0.0% |
| 7D | -6.4% | +5.7% | -12.2% | -7.0% |
| 30D | +1.4% | -0.7% | +2.1% | +1.0% |
| 3M | -0.7% | -3.1% | +2.4% | -0.9% |
| 6M | -4.5% | -16.3% | +11.8% | -3.5% |
| YTD | +14.0% | +34.1% | -20.1% | +8.7% |
| 1Y | +27.3% | +38.2% | -10.9% | +21.0% |
| 3Y | +250.5% | -15.3% | +265.8% | +240.3% |
| All | +120.2% | +62.5% | +57.7% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling