+476.9%
NEM vs COO
+5,988.7%
-5,511.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | +0.3% | -2.2% | +2.5% | +0.4% |
| 30D | +23.1% | -7.0% | +30.1% | +23.5% |
| 3M | +18.5% | +12.2% | +6.3% | +17.8% |
| 6M | +7.8% | -15.1% | +22.9% | +8.5% |
| YTD | +29.1% | -15.1% | +44.2% | +29.9% |
| 1Y | +72.7% | +2.3% | +70.3% | +72.4% |
| 3Y | +248.7% | -23.7% | +272.4% | +251.6% |
| 5Y | +148.7% | -38.9% | +187.6% | +152.1% |
| 10Y | +304.8% | +49.9% | +254.8% | +297.5% |
| All | +476.9% | +5,988.7% | -5,511.8% | +391.4% |
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