+319.4%
NEM vs RBA
+189.2%
+130.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | +3.1% | -1.9% | +4.9% | +3.3% |
| 30D | +10.0% | -13.0% | +23.0% | +12.2% |
| 3M | +30.9% | -23.1% | +54.0% | +35.2% |
| 6M | +10.5% | -22.6% | +33.1% | +14.0% |
| YTD | +29.7% | -20.4% | +50.1% | +33.2% |
| 1Y | +71.1% | -29.6% | +100.7% | +78.8% |
| 3Y | +252.1% | +26.6% | +225.5% | +237.4% |
| 5Y | +157.7% | +38.2% | +119.5% | +141.7% |
| 10Y | +319.4% | +194.7% | +124.6% | +226.0% |
| All | +319.4% | +189.2% | +130.2% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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