+153.4%
NEM vs RBA
+44.6%
+108.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | +3.9% | -1.1% | +4.9% | +4.0% |
| 30D | +12.7% | -13.2% | +25.9% | +15.1% |
| 3M | +28.7% | -21.4% | +50.0% | +32.3% |
| 6M | +9.8% | -20.9% | +30.6% | +12.7% |
| YTD | +28.1% | -19.9% | +48.0% | +31.3% |
| 1Y | +69.3% | -28.7% | +98.0% | +76.6% |
| 3Y | +247.7% | +27.4% | +220.3% | +234.9% |
| 5Y | +153.4% | +41.7% | +111.6% | +144.1% |
| All | +153.4% | +44.6% | +108.8% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling