+342.6%
NEM vs COO
+38.3%
+304.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | +11.6% | +4.5% | +7.1% | +10.6% |
| 30D | +1.8% | +16.9% | -15.1% | -1.6% |
| 3M | +2.5% | -16.7% | +19.2% | +6.3% |
| 6M | +3.4% | +5.9% | -2.5% | +1.0% |
| YTD | +20.9% | -22.4% | +43.4% | +27.2% |
| 1Y | +37.2% | -10.1% | +47.3% | +39.4% |
| 3Y | +271.6% | -22.8% | +294.4% | +284.8% |
| 5Y | +136.6% | -41.4% | +178.1% | +152.4% |
| 10Y | +342.6% | +41.3% | +301.4% | +305.1% |
| All | +342.6% | +38.3% | +304.3% | +305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling