+154.6%
NEM vs DAL
+106.7%
+47.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +23.1% | -13.9% | +37.0% | +24.9% |
| 3M | +18.5% | +1.1% | +17.4% | +18.1% |
| 6M | +7.8% | +26.2% | -18.5% | +5.2% |
| YTD | +29.1% | +16.4% | +12.7% | +26.7% |
| 1Y | +72.7% | +33.9% | +38.8% | +67.4% |
| 3Y | +248.7% | +93.4% | +155.4% | +221.7% |
| All | +154.6% | +106.7% | +47.9% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling