+344.1%
NEM vs RCL
+340.1%
+4.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -6.4% | -1.2% | -5.2% | -6.3% |
| 30D | +1.4% | +17.8% | -16.4% | +0.5% |
| 3M | -0.7% | +4.9% | -5.7% | -1.0% |
| 6M | -4.5% | +23.7% | -28.2% | -5.7% |
| YTD | +14.0% | +17.8% | -3.8% | +12.6% |
| 1Y | +27.3% | +28.9% | -1.6% | +25.1% |
| 3Y | +250.5% | +241.9% | +8.6% | +226.7% |
| 5Y | +121.1% | +295.4% | -174.3% | +101.1% |
| All | +344.1% | +340.1% | +4.0% | +291.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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