+476.9%
NEM vs RGEN
+1,576.0%
-1,099.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | +0.3% | -4.9% | +5.2% | +0.4% |
| 30D | +23.1% | +5.7% | +17.4% | +23.0% |
| 3M | +18.5% | +32.4% | -14.0% | +17.9% |
| 6M | +7.8% | +33.2% | -25.4% | +7.2% |
| YTD | +29.1% | +2.3% | +26.8% | +29.0% |
| 1Y | +72.7% | +39.0% | +33.7% | +71.7% |
| 3Y | +248.7% | -4.6% | +253.4% | +247.6% |
| 5Y | +148.7% | -42.7% | +191.4% | +148.5% |
| 10Y | +304.8% | +433.6% | -128.8% | +296.7% |
| All | +476.9% | +1,576.0% | -1,099.1% | +470.9% |
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