+216.8%
NEM vs DG
+614.5%
-397.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | -0.7% | +10.4% | -11.1% | -1.8% |
| 6M | -4.5% | +33.2% | -37.6% | -7.6% |
| YTD | +14.0% | +3.0% | +11.1% | +13.3% |
| 1Y | +27.3% | +31.2% | -3.9% | +23.4% |
| 3Y | +250.5% | +21.8% | +228.7% | +236.9% |
| 5Y | +121.1% | -35.0% | +156.0% | +123.9% |
| 10Y | +358.3% | +106.0% | +252.3% | +327.8% |
| All | +216.8% | +614.5% | -397.8% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling