+362.0%
NEM vs DAR
+1,762.6%
-1,400.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +0.3% | +1.4% | -1.1% | +0.2% |
| 30D | +23.1% | +12.8% | +10.3% | +22.2% |
| 3M | +18.5% | +7.4% | +11.1% | +17.9% |
| 6M | +7.8% | +22.3% | -14.5% | +6.4% |
| YTD | +29.1% | +81.1% | -52.0% | +24.8% |
| 1Y | +72.7% | +106.5% | -33.8% | +65.7% |
| 3Y | +248.7% | +5.3% | +243.4% | +244.1% |
| 5Y | +148.7% | -11.5% | +160.2% | +145.9% |
| 10Y | +304.8% | +353.3% | -48.6% | +266.8% |
| All | +362.0% | +1,762.6% | -1,400.6% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling