+120.2%
NEM vs DBX
+24.0%
+96.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -6.4% | -3.3% | -3.2% | -6.2% |
| 30D | +1.4% | -5.9% | +7.3% | +1.9% |
| 3M | -0.7% | -6.7% | +6.0% | -0.3% |
| 6M | -4.5% | +28.0% | -32.4% | -7.3% |
| YTD | +14.0% | +20.6% | -6.6% | +11.2% |
| 1Y | +27.3% | +10.3% | +17.0% | +25.6% |
| 3Y | +250.5% | +24.0% | +226.5% | +233.2% |
| All | +120.2% | +24.0% | +96.2% | +104.2% |
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