+472.4%
NEM vs TROW
+14,398.8%
-13,926.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +3.9% | +0.4% | +3.4% | +3.8% |
| 30D | +12.7% | -4.0% | +16.8% | +13.2% |
| 3M | +28.7% | +5.0% | +23.6% | +28.1% |
| 6M | +9.8% | +24.3% | -14.5% | +7.6% |
| YTD | +28.1% | +9.8% | +18.3% | +26.9% |
| 1Y | +69.3% | +6.4% | +62.9% | +68.2% |
| 3Y | +247.7% | +15.8% | +231.9% | +241.1% |
| 5Y | +153.4% | -37.3% | +190.6% | +159.0% |
| 10Y | +291.3% | +130.6% | +160.6% | +256.1% |
| All | +472.4% | +14,398.8% | -13,926.4% | +376.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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