+383.5%
NEM vs RL
+1,573.0%
-1,189.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.4% | -4.2% |
| 7D | +11.6% | +1.3% | +10.3% | +11.5% |
| 30D | +1.8% | +7.6% | -5.8% | +1.2% |
| 3M | +2.5% | -1.5% | +4.0% | +2.6% |
| 6M | +3.4% | +12.1% | -8.7% | +2.4% |
| YTD | +20.9% | +13.9% | +7.0% | +19.6% |
| 1Y | +37.2% | +20.7% | +16.5% | +35.2% |
| 3Y | +271.6% | +260.6% | +11.1% | +239.1% |
| 5Y | +136.6% | +248.9% | -112.2% | +114.5% |
| 10Y | +342.6% | +355.9% | -13.3% | +285.1% |
| All | +383.5% | +1,573.0% | -1,189.5% | +314.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling