+157.7%
NEM vs RIG
+64.1%
+93.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | +3.1% | -8.2% | +11.2% | +4.0% |
| 30D | +10.0% | -0.2% | +10.2% | +10.0% |
| 3M | +30.9% | -2.7% | +33.6% | +31.0% |
| 6M | +10.5% | -7.5% | +18.0% | +10.6% |
| YTD | +29.7% | +38.3% | -8.5% | +24.1% |
| 1Y | +71.1% | +81.8% | -10.7% | +58.9% |
| 3Y | +252.1% | -30.2% | +282.3% | +249.5% |
| 5Y | +157.7% | +59.9% | +97.8% | +135.1% |
| All | +157.7% | +64.1% | +93.6% | +135.1% |
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