+300.2%
NEM vs ROP
+135.7%
+164.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -3.3% | -8.0% | +4.7% | -1.9% |
| 30D | +7.8% | -2.7% | +10.6% | +8.4% |
| 3M | +36.3% | +16.6% | +19.7% | +32.2% |
| 6M | +6.6% | +10.4% | -3.8% | +4.1% |
| YTD | +27.1% | -12.1% | +39.2% | +29.9% |
| 1Y | +62.3% | -23.6% | +86.0% | +71.0% |
| 3Y | +245.1% | -19.3% | +264.4% | +258.1% |
| 5Y | +154.0% | -15.4% | +169.4% | +158.4% |
| All | +300.2% | +135.7% | +164.5% | +223.3% |
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