+472.4%
NEM vs DE
+14,571.6%
-14,099.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.5% |
| 7D | +3.9% | +0.7% | +3.2% | +3.7% |
| 30D | +12.7% | +9.6% | +3.1% | +10.8% |
| 3M | +28.7% | +19.0% | +9.7% | +24.6% |
| 6M | +9.8% | +16.1% | -6.3% | +6.6% |
| YTD | +28.1% | +47.0% | -18.9% | +19.4% |
| 1Y | +69.3% | +43.1% | +26.2% | +58.3% |
| 3Y | +247.7% | +77.5% | +170.2% | +210.8% |
| 5Y | +153.4% | +96.4% | +57.0% | +119.1% |
| 10Y | +291.3% | +852.9% | -561.6% | +148.5% |
| All | +472.4% | +14,571.6% | -14,099.2% | +234.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling