+765.8%
NEM vs RSG
+2,013.0%
-1,247.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | +10.0% | +3.7% | +6.3% | +9.5% |
| 3M | +30.9% | +6.2% | +24.7% | +29.7% |
| 6M | +10.5% | -2.8% | +13.3% | +10.6% |
| YTD | +29.7% | +5.9% | +23.8% | +28.4% |
| 1Y | +71.1% | -1.8% | +72.9% | +70.9% |
| 3Y | +252.1% | +57.5% | +194.6% | +231.8% |
| 5Y | +157.7% | +91.1% | +66.6% | +136.5% |
| 10Y | +319.4% | +428.1% | -108.7% | +242.6% |
| All | +765.8% | +2,013.0% | -1,247.2% | +605.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling