+153.1%
NEM vs RBA
+47.6%
+105.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.2% |
| 7D | +14.7% | +2.5% | +12.2% | +14.3% |
| 30D | +6.2% | +11.6% | -5.4% | +4.5% |
| 3M | +11.0% | +1.5% | +9.5% | +10.6% |
| 6M | +7.9% | -6.6% | +14.5% | +8.1% |
| YTD | +26.2% | -6.3% | +32.4% | +26.3% |
| 1Y | +51.5% | -4.0% | +55.5% | +51.1% |
| 3Y | +290.6% | +47.3% | +243.3% | +268.6% |
| 5Y | +153.1% | +47.7% | +105.4% | +145.0% |
| All | +153.1% | +47.6% | +105.5% | +145.0% |
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 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