+344.1%
NEM vs D
+48.0%
+296.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.4% | -1.4% | -5.1% | -6.0% |
| 30D | +1.4% | +7.7% | -6.3% | -1.3% |
| 3M | -0.7% | -0.3% | -0.4% | -0.7% |
| 6M | -4.5% | +10.1% | -14.5% | -8.1% |
| YTD | +14.0% | +19.1% | -5.0% | +6.8% |
| 1Y | +27.3% | +15.9% | +11.4% | +20.1% |
| 3Y | +250.5% | +75.0% | +175.5% | +183.2% |
| 5Y | +121.1% | +13.4% | +107.7% | +105.0% |
| All | +344.1% | +48.0% | +296.1% | +228.3% |
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 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