+398.9%
NEM vs RIG
-40.2%
+439.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.4% |
| 7D | +0.3% | +0.9% | -0.6% | +0.1% |
| 30D | +23.1% | +13.8% | +9.3% | +21.0% |
| 3M | +18.5% | -6.4% | +24.9% | +19.2% |
| 6M | +7.8% | -8.2% | +15.9% | +8.0% |
| YTD | +29.1% | +41.6% | -12.5% | +22.4% |
| 1Y | +72.7% | +88.7% | -16.0% | +57.3% |
| 3Y | +248.7% | -30.9% | +279.6% | +248.4% |
| 5Y | +148.7% | +57.7% | +91.0% | +111.3% |
| 10Y | +304.8% | -39.3% | +344.0% | +204.5% |
| All | +398.9% | -40.2% | +439.1% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling