+332.4%
NEM vs DAL
+136.2%
+196.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.8% | +3.2% |
| 7D | +14.7% | +10.0% | +4.7% | +14.0% |
| 30D | +6.2% | +12.0% | -5.8% | +5.4% |
| 3M | +11.0% | +0.8% | +10.2% | +10.8% |
| 6M | +7.9% | +26.2% | -18.3% | +6.2% |
| YTD | +26.2% | +33.7% | -7.5% | +23.6% |
| 1Y | +51.5% | +57.6% | -6.1% | +47.3% |
| 3Y | +290.6% | +183.5% | +107.1% | +268.3% |
| 5Y | +153.1% | +114.2% | +38.9% | +139.3% |
| 10Y | +332.4% | +128.1% | +204.3% | +314.6% |
| All | +332.4% | +136.2% | +196.2% | +314.6% |
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