+153.4%
NEM vs COO
-39.5%
+192.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | 0.0% |
| 7D | +3.9% | -2.3% | +6.1% | +4.5% |
| 30D | +12.7% | -8.8% | +21.5% | +15.5% |
| 3M | +28.7% | +1.3% | +27.3% | +27.8% |
| 6M | +9.8% | -11.6% | +21.3% | +13.3% |
| YTD | +28.1% | -17.4% | +45.5% | +34.8% |
| 1Y | +69.3% | -1.6% | +70.9% | +69.3% |
| 3Y | +247.7% | -22.6% | +270.3% | +263.4% |
| 5Y | +153.4% | -40.3% | +193.7% | +143.0% |
| All | +153.4% | -39.5% | +192.9% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling