+155.1%
NEM vs RRX
+17.8%
+137.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | 0.0% |
| 7D | -1.0% | -0.3% | -0.6% | -1.0% |
| 30D | +7.8% | -6.1% | +14.0% | +8.9% |
| 3M | +30.2% | -23.1% | +53.3% | +34.5% |
| 6M | +9.6% | -19.5% | +29.1% | +12.2% |
| YTD | +27.8% | +16.1% | +11.8% | +24.7% |
| 1Y | +60.7% | +12.9% | +47.8% | +56.9% |
| 3Y | +245.3% | +7.9% | +237.4% | +229.1% |
| All | +155.1% | +17.8% | +137.3% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling