+243.5%
NEM vs RRX
+1.6%
+241.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.7% |
| 7D | -3.3% | -3.7% | +0.5% | -2.7% |
| 30D | +7.8% | -9.3% | +17.1% | +9.6% |
| 3M | +36.3% | -21.8% | +58.0% | +40.6% |
| 6M | +6.6% | -22.0% | +28.6% | +9.9% |
| YTD | +27.1% | +11.9% | +15.2% | +24.6% |
| 1Y | +62.3% | +11.6% | +50.7% | +58.9% |
| All | +243.5% | +1.6% | +241.9% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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