+32.9%
NEM vs ROP
+7.5%
+25.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.1% |
| 7D | +0.3% | -2.9% | +3.3% | -0.2% |
| 30D | +1.1% | +30.1% | -28.9% | +7.0% |
| 3M | +1.3% | +19.9% | -18.6% | +5.4% |
| 6M | -1.4% | +46.0% | -47.4% | +8.9% |
| YTD | +19.4% | +8.4% | +11.1% | +32.0% |
| 1Y | +32.9% | +8.8% | +24.1% | +46.4% |
| All | +32.9% | +7.5% | +25.5% | +46.4% |
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