+319.4%
NEM vs COO
+36.7%
+282.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.2% | +7.5% | +2.7% |
| 7D | +3.1% | -9.0% | +12.0% | +5.2% |
| 30D | +10.0% | -16.8% | +26.8% | +14.5% |
| 3M | +30.9% | -7.5% | +38.4% | +32.8% |
| 6M | +10.5% | -16.3% | +26.8% | +14.7% |
| YTD | +29.7% | -22.5% | +52.3% | +37.0% |
| 1Y | +71.1% | -7.0% | +78.1% | +73.1% |
| 3Y | +252.1% | -27.5% | +279.6% | +270.9% |
| 5Y | +157.7% | -43.3% | +201.0% | +177.7% |
| 10Y | +319.4% | +37.6% | +281.8% | +283.0% |
| All | +319.4% | +36.7% | +282.6% | +283.0% |
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