+125.3%
NEM vs RGTI
+54.2%
+71.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | +7.8% | -17.1% | +24.9% | +8.5% |
| 3M | +30.2% | -26.0% | +56.2% | +31.2% |
| 6M | +9.6% | -9.9% | +19.5% | +9.5% |
| YTD | +27.8% | -31.1% | +58.9% | +28.3% |
| 1Y | +60.7% | -8.5% | +69.2% | +60.0% |
| 3Y | +245.3% | +652.2% | -406.9% | +221.5% |
| 5Y | +155.3% | +56.8% | +98.6% | +130.1% |
| All | +125.3% | +54.2% | +71.0% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 10y: compounded portfolio wealth divided by compounded RGTI 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…
10y analysis · Full analysis span regression · 6 months rolling