+155.1%
NEM vs DE
+97.2%
+57.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -1.0% | -2.6% | +1.6% | -0.5% |
| 30D | +7.8% | +9.0% | -1.2% | +6.0% |
| 3M | +30.2% | +19.1% | +11.1% | +25.7% |
| 6M | +9.6% | +14.4% | -4.8% | +6.5% |
| YTD | +27.8% | +45.9% | -18.1% | +19.3% |
| 1Y | +60.7% | +43.6% | +17.1% | +50.1% |
| 3Y | +245.3% | +75.9% | +169.4% | +208.3% |
| All | +155.1% | +97.2% | +57.9% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling