+479.7%
NEM vs RRX
+3,824.6%
-3,344.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | +3.1% | -0.7% | +3.8% | +3.1% |
| 30D | +10.0% | -8.0% | +18.0% | +11.1% |
| 3M | +30.9% | -25.1% | +55.9% | +35.1% |
| 6M | +10.5% | -18.3% | +28.8% | +12.7% |
| YTD | +29.7% | +14.2% | +15.6% | +26.6% |
| 1Y | +71.1% | +13.0% | +58.1% | +67.0% |
| 3Y | +252.1% | +4.2% | +247.9% | +239.8% |
| 5Y | +157.7% | +17.9% | +139.8% | +141.6% |
| 10Y | +319.4% | +220.4% | +98.9% | +240.4% |
| All | +479.7% | +3,824.6% | -3,344.9% | +318.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling