+379.9%
NEM vs DAR
+290.1%
+89.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -2.0% |
| 7D | +0.3% | +3.6% | -3.3% | -0.2% |
| 30D | +1.1% | -11.3% | +12.4% | +2.7% |
| 3M | +1.3% | -13.1% | +14.4% | +2.9% |
| 6M | -1.4% | -15.1% | +13.7% | +0.4% |
| YTD | +19.4% | +50.5% | -31.1% | +11.1% |
| 1Y | +32.9% | +57.9% | -25.0% | +22.8% |
| 3Y | +267.0% | +28.9% | +238.1% | +242.3% |
| 5Y | +131.0% | -31.4% | +162.5% | +130.9% |
| 10Y | +379.9% | +301.0% | +78.9% | +273.7% |
| All | +379.9% | +290.1% | +89.8% | +273.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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