+250.5%
NEM vs RMD
+51.0%
+199.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +3.1% | -4.7% | +7.8% | +3.9% |
| 30D | +10.0% | +0.2% | +9.8% | +10.0% |
| 3M | +30.9% | +12.0% | +18.9% | +28.0% |
| 6M | +10.5% | -12.5% | +23.1% | +13.1% |
| YTD | +29.7% | -7.9% | +37.7% | +31.5% |
| 1Y | +71.1% | -20.4% | +91.5% | +77.4% |
| All | +250.5% | +51.0% | +199.4% | +236.0% |
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