+71.1%
NEM vs RBA
-29.1%
+100.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.1% |
| 3M | +30.9% | -23.1% | +54.0% | +33.2% |
| 6M | +10.5% | -22.6% | +33.1% | +11.8% |
| YTD | +29.7% | -20.4% | +50.1% | +31.1% |
| 1Y | +71.1% | -29.6% | +100.7% | +73.2% |
| All | +71.1% | -29.1% | +100.2% | +73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling