+72.7%
NEM vs RSG
-3.6%
+76.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -2.1% |
| 7D | +0.3% | +0.3% | 0.0% | +0.4% |
| 30D | +23.1% | +7.6% | +15.5% | +26.3% |
| 3M | +18.5% | +7.4% | +11.1% | +21.4% |
| 6M | +7.8% | -3.3% | +11.1% | +10.3% |
| YTD | +29.1% | +6.0% | +23.1% | +34.7% |
| 1Y | +72.7% | -3.7% | +76.3% | +80.8% |
| All | +72.7% | -3.6% | +76.3% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling