+344.1%
NEM vs ROP
+185.2%
+158.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -6.4% | +0.7% | -7.1% | -6.5% |
| 30D | +1.4% | +28.8% | -27.4% | -2.6% |
| 3M | -0.7% | +21.1% | -21.8% | -3.7% |
| 6M | -4.5% | +52.5% | -57.0% | -11.3% |
| YTD | +14.0% | +8.9% | +5.2% | +12.5% |
| 1Y | +27.3% | +8.2% | +19.1% | +25.7% |
| 3Y | +250.5% | -5.2% | +255.7% | +255.0% |
| 5Y | +121.1% | +1.7% | +119.3% | +118.5% |
| All | +344.1% | +185.2% | +158.9% | +318.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling