+907.7%
NEM vs RUN
-31.9%
+939.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.8% |
| 7D | +0.3% | +1.3% | -1.0% | +0.2% |
| 30D | +23.1% | -15.3% | +38.3% | +24.4% |
| 3M | +18.5% | -40.0% | +58.5% | +22.2% |
| 6M | +7.8% | -27.0% | +34.7% | +9.6% |
| YTD | +29.1% | -51.7% | +80.8% | +33.7% |
| 1Y | +72.7% | -45.9% | +118.6% | +77.0% |
| 3Y | +248.7% | -43.8% | +292.5% | +235.6% |
| 5Y | +148.7% | -80.5% | +229.2% | +145.6% |
| 10Y | +304.8% | +45.3% | +259.5% | +255.3% |
| All | +907.7% | -31.9% | +939.6% | +807.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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