+387.4%
NEM vs RL
+1,476.5%
-1,089.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +13.4% | -4.2% | +17.6% | +13.8% |
| 30D | +6.5% | +4.3% | +2.2% | +6.2% |
| 3M | +14.9% | -4.6% | +19.5% | +15.3% |
| 6M | +5.5% | +1.7% | +3.8% | +5.3% |
| YTD | +21.9% | +7.3% | +14.5% | +21.1% |
| 1Y | +47.9% | +20.8% | +27.1% | +45.8% |
| 3Y | +238.2% | +247.0% | -8.8% | +209.5% |
| 5Y | +146.2% | +225.5% | -79.3% | +124.3% |
| 10Y | +309.3% | +363.0% | -53.7% | +255.8% |
| All | +387.4% | +1,476.5% | -1,089.1% | +320.1% |
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 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