+153.4%
NEM vs ROL
-2.9%
+156.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.1% |
| 7D | +3.9% | -3.4% | +7.3% | +4.8% |
| 30D | +12.7% | -6.9% | +19.7% | +14.9% |
| 3M | +28.7% | -24.6% | +53.3% | +38.6% |
| 6M | +9.8% | -39.5% | +49.3% | +26.5% |
| YTD | +28.1% | -41.1% | +69.2% | +48.5% |
| 1Y | +69.3% | -37.9% | +107.3% | +92.2% |
| 3Y | +247.7% | +0.8% | +246.9% | +247.9% |
| 5Y | +153.4% | -4.7% | +158.0% | +143.2% |
| All | +153.4% | -2.9% | +156.2% | +143.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling