-26.4%
NOG vs SPY
+641.7%
-668.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -3.4% |
| 7D | -11.3% | +0.1% | -11.4% | -12.1% |
| 30D | -7.6% | -3.3% | -4.2% | -3.7% |
| 3M | +8.1% | -2.4% | +10.5% | +10.4% |
| 6M | +2.2% | +2.6% | -0.4% | -5.0% |
| YTD | +13.0% | +11.2% | +1.7% | -9.2% |
| 1Y | +14.6% | +13.4% | +1.2% | -10.8% |
| 3Y | -22.7% | +79.9% | -102.6% | -70.6% |
| 5Y | +18.9% | +72.2% | -53.3% | -52.4% |
| 10Y | +55.0% | +307.3% | -252.4% | -83.5% |
| All | -26.4% | +641.7% | -668.0% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling