+463.7%
NEM vs COO
+5,493.5%
-5,029.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.4% |
| 7D | +14.7% | +4.3% | +10.4% | +14.5% |
| 30D | +6.2% | +17.6% | -11.4% | +5.5% |
| 3M | +11.0% | -13.9% | +24.9% | +11.6% |
| 6M | +7.9% | +6.6% | +1.3% | +7.4% |
| YTD | +26.2% | -22.0% | +48.2% | +27.3% |
| 1Y | +51.5% | -8.8% | +60.3% | +51.9% |
| 3Y | +290.6% | -21.5% | +312.1% | +293.2% |
| 5Y | +153.1% | -41.0% | +194.1% | +156.9% |
| 10Y | +332.4% | +40.9% | +291.5% | +325.6% |
| All | +463.7% | +5,493.5% | -5,029.8% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling