+238.2%
NEM vs DAL
+168.1%
+70.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +13.4% | +8.8% | +4.6% | +11.9% |
| 30D | +6.5% | +5.4% | +1.1% | +5.6% |
| 3M | +14.9% | -4.9% | +19.9% | +15.5% |
| 6M | +5.5% | +19.8% | -14.3% | +2.3% |
| YTD | +21.9% | +27.0% | -5.1% | +16.9% |
| 1Y | +47.9% | +52.5% | -4.6% | +39.0% |
| 3Y | +238.2% | +173.8% | +64.3% | +170.2% |
| All | +238.2% | +168.1% | +70.1% | +170.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling