+69.3%
NEM vs D
+19.1%
+50.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.9% |
| 3M | +28.7% | +2.1% | +26.6% | +27.1% |
| 6M | +9.8% | +6.8% | +2.9% | +6.4% |
| YTD | +28.1% | +16.5% | +11.6% | +22.4% |
| 1Y | +69.3% | +19.2% | +50.2% | +61.0% |
| All | +69.3% | +19.1% | +50.3% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling