+159.2%
NEM vs DBX
+7.0%
+152.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.1% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | +10.0% | 0.0% | +10.0% | +9.9% |
| 3M | +30.9% | +26.1% | +4.8% | +28.1% |
| 6M | +10.5% | +29.4% | -18.8% | +7.6% |
| YTD | +29.7% | +24.4% | +5.3% | +26.8% |
| 1Y | +71.1% | +10.9% | +60.3% | +69.6% |
| 3Y | +252.1% | +24.1% | +228.0% | +238.8% |
| All | +159.2% | +7.0% | +152.1% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling