+250.5%
NEM vs RRC
+60.0%
+190.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -6.4% | +6.4% | -12.8% | -7.1% |
| 30D | +1.4% | +23.9% | -22.5% | -1.7% |
| 3M | -0.7% | +30.2% | -30.9% | -4.4% |
| 6M | -4.5% | +26.3% | -30.7% | -7.9% |
| YTD | +14.0% | +48.1% | -34.0% | +5.6% |
| 1Y | +27.3% | +37.7% | -10.4% | +19.5% |
| 3Y | +250.5% | +60.3% | +190.2% | +205.8% |
| All | +250.5% | +60.0% | +190.5% | +205.8% |
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