+250.5%
NEM vs ROK
+50.3%
+200.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | +10.0% | -1.8% | +11.8% | +10.5% |
| 3M | +30.9% | -7.2% | +38.1% | +33.0% |
| 6M | +10.5% | +14.2% | -3.6% | +7.1% |
| YTD | +29.7% | +10.6% | +19.2% | +26.9% |
| 1Y | +71.1% | +25.9% | +45.2% | +64.1% |
| All | +250.5% | +50.3% | +200.2% | +208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling