+157.7%
NEM vs RMD
-22.9%
+180.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.9% |
| 6M | +10.5% | -12.5% | +23.1% | +13.0% |
| YTD | +29.7% | -7.9% | +37.7% | +31.3% |
| 1Y | +71.1% | -20.4% | +91.5% | +77.5% |
| 3Y | +252.1% | +53.1% | +199.0% | +225.1% |
| 5Y | +157.7% | -22.1% | +179.8% | +145.6% |
| All | +157.7% | -22.9% | +180.6% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling