+344.1%
NEM vs ROST
+300.7%
+43.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.7% |
| 7D | -6.4% | +0.3% | -6.7% | -6.4% |
| 30D | +1.4% | +0.5% | +0.9% | +1.4% |
| 3M | -0.7% | -5.2% | +4.5% | -0.2% |
| 6M | -4.5% | +9.8% | -14.3% | -5.6% |
| YTD | +14.0% | +29.4% | -15.3% | +10.8% |
| 1Y | +27.3% | +44.4% | -17.1% | +22.3% |
| 3Y | +250.5% | +95.0% | +155.5% | +226.2% |
| 5Y | +121.1% | +111.9% | +9.2% | +103.2% |
| All | +344.1% | +300.7% | +43.4% | +284.6% |
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