+18.6%
NOG vs SPY
+67.4%
-48.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.8% | +2.8% |
| 7D | -19.4% | -2.7% | -16.7% | -17.5% |
| 30D | -5.5% | -5.4% | -0.1% | -0.6% |
| 3M | +14.9% | -4.1% | +18.9% | +18.8% |
| 6M | -3.6% | +0.7% | -4.3% | -6.5% |
| YTD | +12.7% | +8.7% | +4.1% | -1.2% |
| 1Y | +20.7% | +10.9% | +9.8% | +2.9% |
| 3Y | -27.3% | +75.0% | -102.3% | -63.1% |
| All | +18.6% | +67.4% | -48.8% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling