+476.9%
NEM vs D
+2,347.4%
-1,870.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.3% | +1.5% | -1.2% | -0.1% |
| 30D | +23.1% | -2.6% | +25.7% | +24.0% |
| 3M | +18.5% | 0.0% | +18.5% | +18.3% |
| 6M | +7.8% | +7.4% | +0.4% | +5.3% |
| YTD | +29.1% | +15.9% | +13.2% | +23.4% |
| 1Y | +72.7% | +18.1% | +54.5% | +63.8% |
| 3Y | +248.7% | +58.4% | +190.4% | +201.6% |
| 5Y | +148.7% | +5.2% | +143.5% | +139.5% |
| 10Y | +304.8% | +35.9% | +268.9% | +255.3% |
| All | +476.9% | +2,347.4% | -1,870.5% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling