+409.6%
NEM vs RGEN
+1,577.9%
-1,168.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.4% |
| 7D | -6.4% | -3.3% | -3.1% | -6.4% |
| 30D | +1.4% | -5.8% | +7.3% | +1.5% |
| 3M | -0.7% | +0.2% | -0.9% | -0.7% |
| 6M | -4.5% | +56.8% | -61.2% | -5.2% |
| YTD | +14.0% | +2.4% | +11.6% | +13.9% |
| 1Y | +27.3% | +11.4% | +15.8% | +27.0% |
| 3Y | +250.5% | +15.2% | +235.3% | +248.6% |
| 5Y | +121.1% | -35.1% | +156.2% | +120.6% |
| 10Y | +358.3% | +419.6% | -61.3% | +349.1% |
| All | +409.6% | +1,577.9% | -1,168.3% | +404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling