+157.7%
NEM vs RRC
+154.4%
+3.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +3.1% | -1.7% | +4.8% | +3.3% |
| 30D | +10.0% | +3.6% | +6.4% | +9.5% |
| 3M | +30.9% | +8.8% | +22.0% | +29.4% |
| 6M | +10.5% | +0.8% | +9.7% | +9.9% |
| YTD | +29.7% | +19.0% | +10.8% | +26.1% |
| 1Y | +71.1% | +22.9% | +48.2% | +65.3% |
| 3Y | +252.1% | +32.3% | +219.8% | +234.0% |
| 5Y | +157.7% | +151.6% | +6.2% | +131.7% |
| All | +157.7% | +154.4% | +3.4% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling