+126.0%
NEM vs COMP
-56.6%
+182.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.2% | +9.5% | +2.1% |
| 7D | +7.1% | -1.8% | +8.9% | +7.2% |
| 30D | +2.9% | -0.8% | +3.6% | +2.8% |
| 3M | +15.0% | -28.1% | +43.2% | +18.0% |
| 6M | +10.3% | +27.0% | -16.7% | +7.5% |
| YTD | +20.7% | -12.8% | +33.4% | +20.4% |
| 1Y | +48.0% | +4.9% | +43.1% | +45.7% |
| 3Y | +225.0% | +321.0% | -96.0% | +180.4% |
| 5Y | +143.7% | -25.6% | +169.3% | +101.8% |
| All | +126.0% | -56.6% | +182.7% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling