+344.1%
NEM vs RL
+337.1%
+7.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -6.4% | +2.6% | -9.0% | -6.6% |
| 30D | +1.4% | +2.9% | -1.5% | +1.2% |
| 3M | -0.7% | 0.0% | -0.7% | -0.8% |
| 6M | -4.5% | +17.1% | -21.6% | -5.7% |
| YTD | +14.0% | +10.1% | +3.9% | +12.9% |
| 1Y | +27.3% | +17.3% | +10.0% | +25.6% |
| 3Y | +250.5% | +249.3% | +1.2% | +224.2% |
| 5Y | +121.1% | +240.9% | -119.8% | +102.8% |
| All | +344.1% | +337.1% | +7.1% | +346.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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