+22.2%
NEM vs RRC
+35.0%
-12.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -5.0% |
| 7D | -5.9% | +2.5% | -8.4% | -5.7% |
| 30D | -2.6% | +21.1% | -23.7% | -1.7% |
| 3M | -4.2% | +28.4% | -32.6% | -2.9% |
| 6M | -5.5% | +26.5% | -31.9% | -4.6% |
| YTD | +13.5% | +47.0% | -33.5% | +9.3% |
| 1Y | +22.2% | +35.2% | -13.0% | +19.7% |
| All | +22.2% | +35.0% | -12.9% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling