+51.1%
NEM vs ROP
+10.4%
+40.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.9% | +6.0% | +10.6% |
| 7D | +3.7% | +11.7% | -8.0% | +6.1% |
| 30D | +2.0% | +35.5% | -33.5% | +8.7% |
| 3M | +21.1% | +25.6% | -4.5% | +27.2% |
| 6M | +9.5% | +39.3% | -29.8% | +19.2% |
| YTD | +19.1% | +11.6% | +7.4% | +32.5% |
| 1Y | +51.1% | +10.6% | +40.5% | +69.0% |
| All | +51.1% | +10.4% | +40.7% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling