+136.0%
NEM vs RDW
-0.7%
+136.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | +7.8% | -21.3% | +29.1% | +9.4% |
| 3M | +30.2% | -37.9% | +68.1% | +33.1% |
| 6M | +9.6% | +12.3% | -2.7% | +7.4% |
| YTD | +27.8% | +39.7% | -11.9% | +23.4% |
| 1Y | +60.7% | +25.7% | +35.0% | +54.9% |
| 3Y | +245.3% | +230.8% | +14.5% | +216.1% |
| 5Y | +155.3% | -8.8% | +164.1% | +136.8% |
| All | +136.0% | -0.7% | +136.7% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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