+71.1%
NEM vs RL
+9.8%
+61.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.5% |
| 7D | +3.1% | -0.3% | +3.3% | +3.1% |
| 30D | +10.0% | -17.5% | +27.5% | +18.1% |
| 3M | +30.9% | -14.0% | +44.9% | +38.2% |
| 6M | +10.5% | -2.0% | +12.5% | +10.5% |
| YTD | +29.7% | -4.6% | +34.3% | +28.7% |
| 1Y | +71.1% | +9.5% | +61.6% | +60.1% |
| All | +71.1% | +9.8% | +61.3% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling