+155.1%
NEM vs RSG
+89.9%
+65.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +7.8% | +4.0% | +3.9% | +7.1% |
| 3M | +30.2% | +7.4% | +22.8% | +28.1% |
| 6M | +9.6% | +0.1% | +9.5% | +9.6% |
| YTD | +27.8% | +6.0% | +21.8% | +25.7% |
| 1Y | +60.7% | -3.0% | +63.7% | +62.1% |
| 3Y | +245.3% | +56.5% | +188.8% | +216.5% |
| All | +155.1% | +89.9% | +65.2% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling