+319.4%
NEM vs ROL
+205.3%
+114.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | +3.1% | -3.3% | +6.3% | +3.8% |
| 30D | +10.0% | -7.2% | +17.2% | +11.8% |
| 3M | +30.9% | -27.0% | +57.9% | +40.2% |
| 6M | +10.5% | -39.5% | +50.0% | +23.8% |
| YTD | +29.7% | -41.8% | +71.5% | +46.4% |
| 1Y | +71.1% | -38.9% | +110.0% | +90.3% |
| 3Y | +252.1% | -0.4% | +252.5% | +252.7% |
| 5Y | +157.7% | -4.2% | +161.9% | +157.5% |
| 10Y | +319.4% | +208.2% | +111.2% | +241.0% |
| All | +319.4% | +205.3% | +114.0% | +241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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