+476.9%
NEM vs ROST
+70,186.2%
-69,709.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.3% | +0.9% | -0.6% | +0.3% |
| 30D | +23.1% | -8.9% | +32.0% | +23.5% |
| 3M | +18.5% | -0.8% | +19.3% | +18.5% |
| 6M | +7.8% | +8.5% | -0.7% | +7.3% |
| YTD | +29.1% | +28.6% | +0.5% | +27.7% |
| 1Y | +72.7% | +52.3% | +20.3% | +69.6% |
| 3Y | +248.7% | +94.8% | +153.9% | +239.0% |
| 5Y | +148.7% | +110.8% | +37.9% | +140.1% |
| 10Y | +304.8% | +304.5% | +0.2% | +279.9% |
| All | +476.9% | +70,186.2% | -69,709.3% | +476.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling