+456.1%
NEM vs RCL
+4,549.4%
-4,093.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.3% | -5.1% | +5.4% | +0.5% |
| 30D | +23.1% | -19.0% | +42.1% | +24.3% |
| 3M | +18.5% | -9.6% | +28.1% | +19.0% |
| 6M | +7.8% | -6.7% | +14.5% | +8.0% |
| YTD | +29.1% | -3.9% | +33.0% | +29.0% |
| 1Y | +72.7% | -25.1% | +97.8% | +74.3% |
| 3Y | +248.7% | +179.1% | +69.6% | +230.1% |
| 5Y | +148.7% | +243.3% | -94.6% | +130.1% |
| 10Y | +304.8% | +325.8% | -21.0% | +256.3% |
| All | +456.1% | +4,549.4% | -4,093.3% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling