+342.1%
NEM vs COO
+40.1%
+302.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.7% |
| 7D | -5.9% | -2.1% | -3.8% | -5.4% |
| 30D | -2.6% | +13.9% | -16.5% | -5.3% |
| 3M | -4.2% | -18.9% | +14.7% | 0.0% |
| 6M | -5.5% | +3.7% | -9.2% | -7.2% |
| YTD | +13.5% | -24.1% | +37.7% | +20.0% |
| 1Y | +22.2% | -14.2% | +36.4% | +25.5% |
| 3Y | +249.0% | -24.5% | +273.4% | +263.2% |
| 5Y | +120.1% | -40.4% | +160.5% | +134.5% |
| All | +342.1% | +40.1% | +302.1% | +299.6% |
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