+302.3%
NEM vs RMD
+274.3%
+28.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.0% | -4.4% | +3.4% | -0.1% |
| 30D | +7.8% | -3.1% | +11.0% | +8.5% |
| 3M | +30.2% | +13.8% | +16.4% | +26.6% |
| 6M | +9.6% | -8.6% | +18.2% | +11.1% |
| YTD | +27.8% | -8.6% | +36.5% | +29.5% |
| 1Y | +60.7% | -19.7% | +80.4% | +66.9% |
| 3Y | +245.3% | +48.4% | +196.9% | +213.4% |
| 5Y | +155.3% | -22.7% | +178.1% | +159.7% |
| All | +302.3% | +274.3% | +28.0% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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