+159.2%
NEM vs RKT
-10.1%
+169.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.0% | +1.7% |
| 7D | +3.1% | -1.0% | +4.0% | +3.2% |
| 30D | +10.0% | -2.4% | +12.4% | +10.3% |
| 3M | +30.9% | +1.9% | +29.0% | +29.8% |
| 6M | +10.5% | -13.9% | +24.4% | +12.0% |
| YTD | +29.7% | -30.6% | +60.4% | +35.3% |
| 1Y | +71.1% | -34.4% | +105.5% | +79.0% |
| 3Y | +252.1% | +38.2% | +213.9% | +214.7% |
| All | +159.2% | -10.1% | +169.3% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling