+247.7%
NEM vs RRC
+32.7%
+214.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +3.9% | -1.2% | +5.1% | +4.0% |
| 30D | +12.7% | +9.4% | +3.3% | +11.3% |
| 3M | +28.7% | +7.4% | +21.3% | +27.1% |
| 6M | +9.8% | +1.5% | +8.3% | +8.7% |
| YTD | +28.1% | +19.4% | +8.7% | +22.5% |
| 1Y | +69.3% | +24.2% | +45.1% | +60.0% |
| 3Y | +247.7% | +32.8% | +214.9% | +218.1% |
| All | +247.7% | +32.7% | +214.9% | +218.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling