+342.1%
NEM vs RRC
+71.8%
+270.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.9% |
| 7D | -5.9% | +2.5% | -8.4% | -6.0% |
| 30D | -2.6% | +21.1% | -23.7% | -3.6% |
| 3M | -4.2% | +28.4% | -32.6% | -5.5% |
| 6M | -5.5% | +26.5% | -31.9% | -6.8% |
| YTD | +13.5% | +47.0% | -33.5% | +10.9% |
| 1Y | +22.2% | +35.2% | -13.0% | +19.8% |
| 3Y | +249.0% | +61.0% | +188.0% | +238.3% |
| 5Y | +120.1% | +133.6% | -13.5% | +109.5% |
| All | +342.1% | +71.8% | +270.3% | +356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling