+267.0%
NEM vs RMD
+68.2%
+198.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.6% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | +1.1% | +1.7% | -0.5% | +0.8% |
| 3M | +1.3% | +6.4% | -5.1% | 0.0% |
| 6M | -1.4% | +20.7% | -22.1% | -5.4% |
| YTD | +19.4% | -0.2% | +19.6% | +19.3% |
| 1Y | +32.9% | -4.5% | +37.4% | +33.8% |
| All | +267.0% | +68.2% | +198.8% | +212.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling