+157.7%
NEM vs DD
+59.3%
+98.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.1% |
| 7D | +3.1% | -3.8% | +6.8% | +4.3% |
| 30D | +10.0% | -9.2% | +19.2% | +13.6% |
| 3M | +30.9% | -9.0% | +39.9% | +35.2% |
| 6M | +10.5% | -5.0% | +15.5% | +12.9% |
| YTD | +29.7% | +7.4% | +22.3% | +28.7% |
| 1Y | +71.1% | +35.1% | +36.0% | +59.9% |
| 3Y | +252.1% | +43.2% | +208.9% | +219.9% |
| 5Y | +157.7% | +59.6% | +98.1% | +115.9% |
| All | +157.7% | +59.3% | +98.4% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling