+291.3%
NEM vs D
+35.9%
+255.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +3.9% | +0.8% | +3.1% | +3.6% |
| 30D | +12.7% | -0.7% | +13.5% | +13.0% |
| 3M | +28.7% | +2.1% | +26.6% | +27.4% |
| 6M | +9.8% | +6.8% | +2.9% | +6.8% |
| YTD | +28.1% | +16.5% | +11.6% | +20.7% |
| 1Y | +69.3% | +19.2% | +50.2% | +57.9% |
| 3Y | +247.7% | +61.9% | +185.8% | +186.1% |
| 5Y | +153.4% | +6.5% | +146.8% | +139.6% |
| 10Y | +291.3% | +35.3% | +256.0% | +214.5% |
| All | +291.3% | +35.9% | +255.4% | +214.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling