+476.9%
NEM vs D
+2,347.4%
-1,870.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +23.1% | -3.6% | +26.6% | +24.3% |
| 3M | +18.5% | -1.0% | +19.5% | +18.7% |
| 6M | +7.8% | +6.3% | +1.5% | +5.6% |
| YTD | +29.1% | +14.7% | +14.4% | +23.8% |
| 1Y | +72.7% | +16.9% | +55.7% | +64.3% |
| 3Y | +248.7% | +56.8% | +191.9% | +202.5% |
| 5Y | +148.7% | +5.2% | +143.5% | +139.6% |
| 10Y | +304.8% | +35.9% | +268.9% | +255.4% |
| All | +476.9% | +2,347.4% | -1,870.5% | +349.4% |
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