+146.9%
NEM vs DAL
+101.3%
+45.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | +13.4% | +8.8% | +4.6% | +12.3% |
| 30D | +6.5% | +5.4% | +1.1% | +5.8% |
| 3M | +14.9% | -4.9% | +19.9% | +15.4% |
| 6M | +5.5% | +19.8% | -14.3% | +3.2% |
| YTD | +21.9% | +27.0% | -5.1% | +18.3% |
| 1Y | +47.9% | +52.5% | -4.6% | +41.3% |
| 3Y | +238.2% | +173.8% | +64.3% | +204.3% |
| All | +146.9% | +101.3% | +45.6% | +123.1% |
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