+146.9%
NEM vs D
+12.5%
+134.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | +13.4% | +3.0% | +10.4% | +12.2% |
| 30D | +6.5% | +11.5% | -5.0% | +1.9% |
| 3M | +14.9% | +3.7% | +11.2% | +13.1% |
| 6M | +5.5% | +13.5% | -8.0% | -0.4% |
| YTD | +21.9% | +20.7% | +1.1% | +12.2% |
| 1Y | +47.9% | +18.2% | +29.6% | +37.0% |
| 3Y | +238.2% | +73.3% | +164.9% | +161.1% |
| All | +146.9% | +12.5% | +134.5% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling