+291.3%
NEM vs DAL
+128.9%
+162.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +3.9% | +3.4% | +0.5% | +3.6% |
| 30D | +12.7% | -13.6% | +26.3% | +13.7% |
| 3M | +28.7% | +1.2% | +27.4% | +28.4% |
| 6M | +9.8% | +34.5% | -24.7% | +7.8% |
| YTD | +28.1% | +14.7% | +13.4% | +26.8% |
| 1Y | +69.3% | +29.2% | +40.1% | +66.5% |
| 3Y | +247.7% | +100.0% | +147.7% | +231.9% |
| 5Y | +153.4% | +106.3% | +47.1% | +140.6% |
| 10Y | +291.3% | +126.4% | +164.9% | +225.6% |
| All | +291.3% | +128.9% | +162.4% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling