+496.1%
NEM vs RNG
+309.1%
+187.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.6% |
| 7D | +3.9% | -0.8% | +4.7% | +3.9% |
| 30D | +12.7% | +11.4% | +1.3% | +12.1% |
| 3M | +28.7% | +72.1% | -43.4% | +24.9% |
| 6M | +9.8% | +67.9% | -58.2% | +6.4% |
| YTD | +28.1% | +144.3% | -116.2% | +20.9% |
| 1Y | +69.3% | +117.5% | -48.2% | +60.7% |
| 3Y | +247.7% | +123.9% | +123.8% | +225.4% |
| 5Y | +153.4% | -70.1% | +223.5% | +149.0% |
| 10Y | +291.3% | +215.9% | +75.4% | +278.1% |
| All | +496.1% | +309.1% | +187.0% | +491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling