+321.6%
NEM vs DAL
+368.9%
-47.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.9% |
| 7D | +13.4% | +8.8% | +4.6% | +13.1% |
| 30D | +6.5% | +5.4% | +1.1% | +6.3% |
| 3M | +14.9% | -4.9% | +19.9% | +15.1% |
| 6M | +5.5% | +19.8% | -14.3% | +4.8% |
| YTD | +21.9% | +27.0% | -5.1% | +20.7% |
| 1Y | +47.9% | +52.5% | -4.6% | +45.7% |
| 3Y | +238.2% | +173.8% | +64.3% | +226.8% |
| 5Y | +146.2% | +104.5% | +41.6% | +138.6% |
| 10Y | +309.3% | +129.7% | +179.6% | +291.6% |
| All | +321.6% | +368.9% | -47.3% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling