+433.6%
NEM vs ROL
+9,745.6%
-9,312.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +0.3% | +0.8% | -0.4% | +0.2% |
| 30D | +1.1% | +20.6% | -19.5% | -1.1% |
| 3M | +1.3% | +4.5% | -3.2% | +0.6% |
| 6M | -1.4% | -26.5% | +25.1% | +2.0% |
| YTD | +19.4% | -34.8% | +54.3% | +25.2% |
| 1Y | +32.9% | -33.2% | +66.1% | +38.9% |
| 3Y | +267.0% | +4.5% | +262.6% | +264.6% |
| 5Y | +131.0% | +15.5% | +115.5% | +126.1% |
| 10Y | +379.9% | +217.2% | +162.7% | +323.1% |
| All | +433.6% | +9,745.6% | -9,312.0% | +373.3% |
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