+128.7%
NEM vs RGTI
+53.9%
+74.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.4% |
| 7D | +3.1% | +2.5% | +0.6% | +3.0% |
| 30D | +10.0% | -13.7% | +23.6% | +10.5% |
| 3M | +30.9% | -22.6% | +53.5% | +31.7% |
| 6M | +10.5% | -13.4% | +23.9% | +10.5% |
| YTD | +29.7% | -31.2% | +60.9% | +30.2% |
| 1Y | +71.1% | -7.6% | +78.8% | +70.4% |
| 3Y | +252.1% | +669.7% | -417.6% | +227.8% |
| 5Y | +157.7% | +57.0% | +100.7% | +132.6% |
| All | +128.7% | +53.9% | +74.7% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling