+157.7%
NEM vs DAR
-8.0%
+165.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +3.1% | -0.2% | +3.2% | +3.0% |
| 30D | +10.0% | +7.4% | +2.5% | +8.6% |
| 3M | +30.9% | +15.7% | +15.2% | +27.4% |
| 6M | +10.5% | +30.0% | -19.5% | +5.4% |
| YTD | +29.7% | +87.5% | -57.8% | +16.6% |
| 1Y | +71.1% | +113.4% | -42.2% | +50.6% |
| 3Y | +252.1% | +15.3% | +236.8% | +229.4% |
| 5Y | +157.7% | -4.3% | +162.0% | +143.0% |
| All | +157.7% | -8.0% | +165.7% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling