-5.8%
NOG vs SPY
+311.3%
-317.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | -2.6% | +0.5% | -3.1% | -3.4% |
| 30D | +18.9% | -0.9% | +19.8% | +20.2% |
| 3M | +22.3% | +3.9% | +18.4% | +14.3% |
| 6M | -7.5% | +14.5% | -22.1% | -26.1% |
| YTD | +24.3% | +12.9% | +11.4% | +1.3% |
| 1Y | +12.2% | +19.4% | -7.2% | -15.9% |
| 3Y | -29.0% | +78.5% | -107.4% | -70.1% |
| 5Y | +80.7% | +81.8% | -1.1% | -26.4% |
| 10Y | -5.8% | +311.5% | -317.4% | -88.5% |
| All | -5.8% | +311.3% | -317.1% | -88.5% |
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