+314.5%
NEM vs DBX
+16.6%
+297.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | +3.9% | -1.3% | +5.2% | +4.0% |
| 30D | +12.7% | -2.9% | +15.6% | +12.9% |
| 3M | +28.7% | +23.8% | +4.8% | +26.4% |
| 6M | +9.8% | +26.2% | -16.4% | +7.4% |
| YTD | +28.1% | +21.6% | +6.5% | +25.6% |
| 1Y | +69.3% | +11.4% | +57.9% | +67.2% |
| 3Y | +247.7% | +21.3% | +226.4% | +237.8% |
| 5Y | +153.4% | +6.7% | +146.7% | +145.4% |
| All | +314.5% | +16.6% | +297.9% | +290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling