+157.7%
NEM vs RGEN
-44.3%
+202.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.5% |
| 7D | +3.1% | -4.6% | +7.6% | +3.6% |
| 30D | +10.0% | +1.2% | +8.8% | +9.9% |
| 3M | +30.9% | +26.8% | +4.1% | +27.0% |
| 6M | +10.5% | +29.1% | -18.5% | +6.6% |
| YTD | +29.7% | +0.7% | +29.0% | +28.7% |
| 1Y | +71.1% | +39.1% | +32.1% | +64.3% |
| 3Y | +252.1% | +2.2% | +249.8% | +242.1% |
| 5Y | +157.7% | -44.0% | +201.7% | +144.4% |
| All | +157.7% | -44.3% | +202.0% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling