+300.2%
NEM vs DG
+99.2%
+201.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -3.3% | -6.3% | +3.0% | -2.6% |
| 30D | +7.8% | +2.4% | +5.4% | +7.4% |
| 3M | +36.3% | +12.4% | +23.8% | +33.8% |
| 6M | +6.6% | -14.9% | +21.5% | +8.3% |
| YTD | +27.1% | -6.1% | +33.2% | +27.8% |
| 1Y | +62.3% | +17.9% | +44.5% | +58.3% |
| 3Y | +245.1% | +3.1% | +241.9% | +235.0% |
| 5Y | +154.0% | -38.7% | +192.7% | +162.0% |
| All | +300.2% | +99.2% | +201.0% | +269.4% |
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