+344.1%
NEM vs DG
+105.2%
+238.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -6.4% | +0.3% | -6.7% | -6.4% |
| 30D | +1.4% | +3.2% | -1.8% | +1.0% |
| 3M | -0.7% | +10.4% | -11.1% | -2.0% |
| 6M | -4.5% | +33.2% | -37.6% | -8.3% |
| YTD | +14.0% | +3.0% | +11.1% | +13.3% |
| 1Y | +27.3% | +31.2% | -3.9% | +22.7% |
| 3Y | +250.5% | +21.8% | +228.7% | +233.7% |
| 5Y | +121.1% | -35.0% | +156.0% | +126.6% |
| All | +344.1% | +105.2% | +238.9% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling