+472.4%
NEM vs ROK
+15,675.2%
-15,202.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +3.9% | +2.8% | +1.1% | +3.4% |
| 30D | +12.7% | -2.4% | +15.1% | +13.1% |
| 3M | +28.7% | -4.7% | +33.3% | +29.5% |
| 6M | +9.8% | +16.8% | -7.0% | +7.2% |
| YTD | +28.1% | +11.4% | +16.7% | +26.0% |
| 1Y | +69.3% | +26.2% | +43.2% | +63.8% |
| 3Y | +247.7% | +51.9% | +195.8% | +223.0% |
| 5Y | +153.4% | +46.4% | +107.0% | +133.7% |
| 10Y | +291.3% | +343.5% | -52.3% | +201.8% |
| All | +472.4% | +15,675.2% | -15,202.8% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling