+342.1%
NEM vs D
+47.7%
+294.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.6% |
| 7D | -5.9% | -3.1% | -2.8% | -4.9% |
| 30D | -2.6% | +8.4% | -10.9% | -5.3% |
| 3M | -4.2% | +0.2% | -4.4% | -4.4% |
| 6M | -5.5% | +9.5% | -14.9% | -8.9% |
| YTD | +13.5% | +18.8% | -5.3% | +6.4% |
| 1Y | +22.2% | +14.7% | +7.5% | +15.7% |
| 3Y | +249.0% | +72.9% | +176.0% | +183.0% |
| 5Y | +120.1% | +13.1% | +107.0% | +104.2% |
| All | +342.1% | +47.7% | +294.5% | +227.1% |
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