+250.5%
NEM vs DG
+4.6%
+245.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.6% |
| 7D | +3.1% | -4.8% | +7.9% | +3.6% |
| 30D | +10.0% | +1.8% | +8.2% | +9.7% |
| 3M | +30.9% | +14.5% | +16.4% | +28.2% |
| 6M | +10.5% | -13.6% | +24.1% | +12.3% |
| YTD | +29.7% | -4.8% | +34.6% | +30.5% |
| 1Y | +71.1% | +21.6% | +49.6% | +67.4% |
| All | +250.5% | +4.6% | +245.8% | +225.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling