+480.0%
NEM vs ROP
+25,523.2%
-25,043.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.5% |
| 7D | +0.3% | -4.4% | +4.7% | +0.7% |
| 30D | +23.1% | +3.2% | +19.8% | +22.7% |
| 3M | +18.5% | +23.1% | -4.6% | +16.0% |
| 6M | +7.8% | +13.3% | -5.5% | +6.1% |
| YTD | +29.1% | -7.9% | +37.0% | +29.5% |
| 1Y | +72.7% | -22.1% | +94.7% | +76.0% |
| 3Y | +248.7% | -16.8% | +265.5% | +252.9% |
| 5Y | +148.7% | -13.5% | +162.2% | +150.0% |
| 10Y | +304.8% | +137.7% | +167.1% | +269.3% |
| All | +480.0% | +25,523.2% | -25,043.3% | +418.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling