+302.3%
NEM vs ROST
+317.9%
-15.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.3% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +7.8% | -6.9% | +14.7% | +8.6% |
| 3M | +30.2% | -3.3% | +33.5% | +30.5% |
| 6M | +9.6% | +9.0% | +0.6% | +8.4% |
| YTD | +27.8% | +28.9% | -1.0% | +24.3% |
| 1Y | +60.7% | +54.0% | +6.7% | +53.5% |
| 3Y | +245.3% | +100.7% | +144.6% | +220.8% |
| 5Y | +155.3% | +116.0% | +39.3% | +134.5% |
| All | +302.3% | +317.9% | -15.5% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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