+10.5%
NEM vs RSG
-2.5%
+13.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.5% |
| 7D | +3.1% | 0.0% | +3.1% | +3.0% |
| 30D | +10.0% | +3.7% | +6.3% | +12.2% |
| 3M | +30.9% | +6.2% | +24.7% | +35.6% |
| 6M | +10.5% | -2.8% | +13.3% | +13.9% |
| All | +10.5% | -2.5% | +13.1% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling