+250.5%
NEM vs ROST
+93.3%
+157.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.6% |
| 7D | +3.1% | -2.2% | +5.3% | +3.5% |
| 30D | +10.0% | -11.4% | +21.4% | +12.6% |
| 3M | +30.9% | -1.6% | +32.5% | +31.0% |
| 6M | +10.5% | +6.8% | +3.7% | +8.4% |
| YTD | +29.7% | +25.8% | +3.9% | +22.7% |
| 1Y | +71.1% | +52.4% | +18.7% | +55.1% |
| All | +250.5% | +93.3% | +157.2% | +199.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling