+253.0%
NEM vs COMP
+215.9%
+37.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | +23.1% | -13.3% | +36.4% | +25.0% |
| 3M | +18.5% | +41.1% | -22.6% | +13.3% |
| 6M | +7.8% | +17.2% | -9.4% | +4.2% |
| YTD | +29.1% | +5.2% | +23.9% | +25.8% |
| 1Y | +72.7% | +18.9% | +53.7% | +65.6% |
| All | +253.0% | +215.9% | +37.1% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling