+344.1%
NEM vs DD
+97.1%
+247.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -6.4% | +5.0% | -11.4% | -7.5% |
| 30D | +1.4% | +19.7% | -18.3% | -3.0% |
| 3M | -0.7% | +7.2% | -7.9% | -2.6% |
| 6M | -4.5% | +1.0% | -5.5% | -4.9% |
| YTD | +14.0% | +29.1% | -15.1% | +8.1% |
| 1Y | +27.3% | +28.5% | -1.2% | +20.8% |
| 3Y | +250.5% | +89.4% | +161.0% | +206.2% |
| 5Y | +121.1% | +67.1% | +53.9% | +93.8% |
| All | +344.1% | +97.1% | +247.0% | +315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling