+153.4%
NEM vs RL
+241.4%
-88.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +3.9% | +1.9% | +2.0% | +3.6% |
| 30D | +12.7% | -12.2% | +24.9% | +14.8% |
| 3M | +28.7% | -6.6% | +35.3% | +29.9% |
| 6M | +9.8% | +3.2% | +6.6% | +9.3% |
| YTD | +28.1% | -1.3% | +29.4% | +28.0% |
| 1Y | +69.3% | +13.6% | +55.8% | +66.8% |
| 3Y | +247.7% | +210.9% | +36.8% | +208.7% |
| 5Y | +153.4% | +246.9% | -93.5% | +116.2% |
| All | +153.4% | +241.4% | -88.1% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling