+62.3%
NEM vs ROP
-24.5%
+86.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.1% |
| 7D | -3.3% | -8.0% | +4.7% | -5.0% |
| 30D | +7.8% | -2.7% | +10.6% | +7.3% |
| 3M | +36.3% | +16.6% | +19.7% | +42.9% |
| 6M | +6.6% | +10.4% | -3.8% | +10.5% |
| YTD | +27.1% | -12.1% | +39.2% | +29.1% |
| 1Y | +62.3% | -23.6% | +86.0% | +59.5% |
| All | +62.3% | -24.5% | +86.9% | +59.5% |
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