+444.6%
NEM vs D
+2,450.0%
-2,005.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | +13.4% | +3.0% | +10.4% | +12.5% |
| 30D | +6.5% | +11.5% | -5.0% | +3.1% |
| 3M | +14.9% | +3.7% | +11.2% | +13.6% |
| 6M | +5.5% | +13.5% | -8.0% | +1.3% |
| YTD | +21.9% | +20.7% | +1.1% | +15.0% |
| 1Y | +47.9% | +18.2% | +29.6% | +40.2% |
| 3Y | +238.2% | +73.3% | +164.9% | +185.3% |
| 5Y | +146.2% | +12.3% | +133.9% | +132.7% |
| 10Y | +309.3% | +43.4% | +265.9% | +253.1% |
| All | +444.6% | +2,450.0% | -2,005.4% | +318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling