+59.9%
NEM vs DBX
+13.9%
+46.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.9% |
| 7D | -3.3% | -1.8% | -1.5% | -3.5% |
| 30D | +7.8% | +2.8% | +5.0% | +8.3% |
| 3M | +36.3% | +26.8% | +9.5% | +40.3% |
| 6M | +6.6% | +32.8% | -26.2% | +11.5% |
| YTD | +27.1% | +26.1% | +1.1% | +33.5% |
| All | +59.9% | +13.9% | +46.0% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling