+253.0%
NEM vs D
+58.5%
+194.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.3% | +1.5% | -1.2% | -0.3% |
| 30D | +23.1% | -2.6% | +25.7% | +24.3% |
| 3M | +18.5% | 0.0% | +18.5% | +18.1% |
| 6M | +7.8% | +7.4% | +0.4% | +4.3% |
| YTD | +29.1% | +15.9% | +13.2% | +21.2% |
| 1Y | +72.7% | +18.1% | +54.5% | +60.3% |
| All | +253.0% | +58.5% | +194.5% | +183.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling