+476.9%
NEM vs DD
+961.9%
-485.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | +0.3% | -3.5% | +3.8% | +0.9% |
| 30D | +23.1% | -10.3% | +33.4% | +25.5% |
| 3M | +18.5% | -7.5% | +26.0% | +20.3% |
| 6M | +7.8% | -8.0% | +15.8% | +9.6% |
| YTD | +29.1% | +10.5% | +18.6% | +27.4% |
| 1Y | +72.7% | +38.3% | +34.4% | +63.9% |
| 3Y | +248.7% | +42.5% | +206.2% | +226.6% |
| 5Y | +148.7% | +60.2% | +88.5% | +125.9% |
| 10Y | +304.8% | +68.9% | +235.9% | +249.8% |
| All | +476.9% | +961.9% | -485.0% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling