+48.0%
NEM vs RBRK
+46.1%
+1.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -11.1% | +12.5% | +2.2% |
| 7D | +7.1% | -20.9% | +27.9% | +9.0% |
| 30D | +2.9% | -15.9% | +18.8% | +4.2% |
| 3M | +15.0% | +24.7% | -9.7% | +12.0% |
| 6M | +10.3% | +85.1% | -74.8% | +3.4% |
| YTD | +20.7% | +38.3% | -17.6% | +15.2% |
| 1Y | +48.0% | +46.2% | +1.9% | +42.7% |
| All | +48.0% | +46.1% | +1.9% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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