+302.3%
NEM vs ROK
+357.9%
-55.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.2% |
| 7D | -1.0% | -1.2% | +0.3% | -0.8% |
| 30D | +7.8% | -4.8% | +12.6% | +8.8% |
| 3M | +30.2% | -6.1% | +36.3% | +31.5% |
| 6M | +9.6% | +15.5% | -5.9% | +6.8% |
| YTD | +27.8% | +11.2% | +16.6% | +25.4% |
| 1Y | +60.7% | +23.8% | +36.9% | +55.1% |
| 3Y | +245.3% | +53.1% | +192.2% | +217.1% |
| 5Y | +155.3% | +48.3% | +107.1% | +132.0% |
| All | +302.3% | +357.9% | -55.6% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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