+71.1%
NEM vs COO
-7.1%
+78.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.2% | +7.5% | +2.7% |
| 7D | +3.1% | -9.0% | +12.0% | +5.3% |
| 30D | +10.0% | -16.8% | +26.8% | +14.8% |
| 3M | +30.9% | -7.5% | +38.4% | +32.9% |
| 6M | +10.5% | -16.3% | +26.8% | +19.5% |
| YTD | +29.7% | -22.5% | +52.3% | +45.0% |
| 1Y | +71.1% | -7.0% | +78.1% | +78.0% |
| All | +71.1% | -7.1% | +78.2% | +78.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling