+74.6%
NOG vs SPY
+307.0%
-232.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +9.9% | +2.6% | +7.3% | +6.1% |
| 30D | -4.5% | -2.0% | -2.5% | -2.8% |
| 3M | +4.7% | -2.8% | +7.5% | +7.4% |
| 6M | +12.3% | +2.1% | +10.2% | +6.0% |
| YTD | +23.9% | +11.5% | +12.5% | +1.5% |
| 1Y | +22.9% | +13.5% | +9.5% | -2.0% |
| 3Y | -17.1% | +77.7% | -94.8% | -65.1% |
| 5Y | +34.9% | +72.6% | -37.7% | -41.0% |
| All | +74.6% | +307.0% | -232.4% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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