+271.6%
NEM vs DAR
+20.8%
+250.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.3% | -3.9% |
| 7D | +11.6% | -3.8% | +15.4% | +12.2% |
| 30D | +1.8% | -14.4% | +16.2% | +4.1% |
| 3M | +2.5% | -17.9% | +20.4% | +5.2% |
| 6M | +3.4% | -18.3% | +21.7% | +6.0% |
| YTD | +20.9% | +43.2% | -22.3% | +11.0% |
| 1Y | +37.2% | +57.7% | -20.5% | +23.8% |
| 3Y | +271.6% | +22.7% | +248.9% | +258.1% |
| All | +271.6% | +20.8% | +250.8% | +258.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling