+243.5%
NEM vs DD
+41.5%
+202.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -3.3% | -2.9% | -0.4% | -2.1% |
| 30D | +7.8% | -11.5% | +19.3% | +13.6% |
| 3M | +36.3% | -5.4% | +41.7% | +39.7% |
| 6M | +6.6% | -6.9% | +13.5% | +10.3% |
| YTD | +27.1% | +6.9% | +20.3% | +26.3% |
| 1Y | +62.3% | +35.6% | +26.7% | +49.6% |
| All | +243.5% | +41.5% | +202.0% | +205.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling