+300.2%
NEM vs RRC
+6.5%
+293.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -3.3% | -1.2% | -2.1% | -3.2% |
| 30D | +7.8% | +3.0% | +4.9% | +7.7% |
| 3M | +36.3% | +7.3% | +29.0% | +35.7% |
| 6M | +6.6% | +3.6% | +3.0% | +6.1% |
| YTD | +27.1% | +19.4% | +7.8% | +25.6% |
| 1Y | +62.3% | +21.4% | +40.9% | +60.0% |
| 3Y | +245.1% | +32.8% | +212.3% | +237.6% |
| 5Y | +154.0% | +152.0% | +2.0% | +141.5% |
| All | +300.2% | +6.5% | +293.7% | +389.6% |
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