+243.5%
NEM vs DE
+75.2%
+168.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -3.3% | -2.4% | -0.9% | -2.7% |
| 30D | +7.8% | +9.7% | -1.9% | +5.3% |
| 3M | +36.3% | +21.4% | +14.9% | +29.2% |
| 6M | +6.6% | +15.0% | -8.5% | +2.3% |
| YTD | +27.1% | +46.4% | -19.3% | +15.5% |
| 1Y | +62.3% | +45.6% | +16.7% | +47.1% |
| All | +243.5% | +75.2% | +168.3% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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