+243.5%
NEM vs DBX
+25.2%
+218.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -3.3% | -1.8% | -1.5% | -3.2% |
| 30D | +7.8% | +2.8% | +5.0% | +7.7% |
| 3M | +36.3% | +26.8% | +9.5% | +34.6% |
| 6M | +6.6% | +32.8% | -26.2% | +4.8% |
| YTD | +27.1% | +26.1% | +1.1% | +25.8% |
| 1Y | +62.3% | +14.1% | +48.2% | +62.4% |
| All | +243.5% | +25.2% | +218.3% | +234.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling