+72.7%
NEM vs RNG
+144.7%
-72.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -2.0% |
| 7D | +0.3% | +5.8% | -5.5% | +0.6% |
| 30D | +23.1% | +19.6% | +3.5% | +24.3% |
| 3M | +18.5% | +67.0% | -48.5% | +22.0% |
| 6M | +7.8% | +88.4% | -80.6% | +11.8% |
| YTD | +29.1% | +155.5% | -126.4% | +32.7% |
| 1Y | +72.7% | +141.7% | -69.0% | +77.7% |
| All | +72.7% | +144.7% | -72.1% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling