+476.9%
NEM vs ROL
+9,030.3%
-8,553.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | +23.1% | -4.1% | +27.2% | +23.7% |
| 3M | +18.5% | -22.5% | +41.0% | +21.9% |
| 6M | +7.8% | -37.7% | +45.4% | +13.8% |
| YTD | +29.1% | -39.6% | +68.7% | +36.8% |
| 1Y | +72.7% | -36.0% | +108.7% | +81.4% |
| 3Y | +248.7% | -5.1% | +253.9% | +250.5% |
| 5Y | +148.7% | -3.4% | +152.1% | +148.1% |
| 10Y | +304.8% | +215.2% | +89.5% | +258.3% |
| All | +476.9% | +9,030.3% | -8,553.4% | +417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling