+342.1%
NEM vs RBA
+204.3%
+137.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.7% |
| 7D | -5.9% | -0.5% | -5.4% | -5.8% |
| 30D | -2.6% | +6.8% | -9.4% | -3.5% |
| 3M | -4.2% | +9.5% | -13.7% | -5.6% |
| 6M | -5.5% | -8.2% | +2.7% | -5.0% |
| YTD | +13.5% | -7.7% | +21.3% | +14.0% |
| 1Y | +22.2% | -6.9% | +29.1% | +22.5% |
| 3Y | +249.0% | +61.6% | +187.3% | +223.5% |
| 5Y | +120.1% | +44.7% | +75.4% | +105.1% |
| All | +342.1% | +204.3% | +137.9% | +274.6% |
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