+62.3%
NEM vs DG
+20.1%
+42.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 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% | +32.6% |
| 6M | +6.6% | -14.9% | +21.5% | +11.3% |
| YTD | +27.1% | -6.1% | +33.2% | +31.4% |
| 1Y | +62.3% | +17.9% | +44.5% | +62.2% |
| All | +62.3% | +20.1% | +42.3% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling