+62.3%
NEM vs RCL
-24.0%
+86.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.3% | -2.5% | -0.8% | -2.9% |
| 30D | +7.8% | -15.7% | +23.5% | +11.0% |
| 3M | +36.3% | -3.6% | +39.9% | +36.1% |
| 6M | +6.6% | -8.7% | +15.2% | +6.7% |
| YTD | +27.1% | -6.2% | +33.3% | +27.4% |
| 1Y | +62.3% | -22.9% | +85.2% | +61.4% |
| All | +62.3% | -24.0% | +86.4% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling