+62.3%
NEM vs RKT
-38.3%
+100.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -3.3% | -7.2% | +4.0% | -1.3% |
| 30D | +7.8% | -7.9% | +15.7% | +10.1% |
| 3M | +36.3% | +5.2% | +31.1% | +32.1% |
| 6M | +6.6% | -14.9% | +21.5% | +9.4% |
| YTD | +27.1% | -31.9% | +59.0% | +38.6% |
| 1Y | +62.3% | -36.9% | +99.2% | +70.9% |
| All | +62.3% | -38.3% | +100.7% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling