+247.7%
NEM vs RCL
+180.0%
+67.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +3.9% | -0.5% | +4.3% | +3.9% |
| 30D | +12.7% | -17.3% | +30.1% | +15.4% |
| 3M | +28.7% | -2.8% | +31.4% | +28.7% |
| 6M | +9.8% | -4.4% | +14.2% | +9.8% |
| YTD | +28.1% | -4.2% | +32.3% | +27.9% |
| 1Y | +69.3% | -23.4% | +92.7% | +71.8% |
| 3Y | +247.7% | +179.4% | +68.3% | +185.4% |
| All | +247.7% | +180.0% | +67.7% | +185.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling