+245.3%
NEM vs DGX
+96.4%
+148.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | +7.8% | -1.2% | +9.0% | +8.2% |
| 3M | +30.2% | +15.8% | +14.4% | +26.5% |
| 6M | +9.6% | +18.2% | -8.6% | +5.7% |
| YTD | +27.8% | +37.2% | -9.4% | +18.0% |
| 1Y | +60.7% | +30.4% | +30.3% | +50.4% |
| 3Y | +245.3% | +96.7% | +148.6% | +183.4% |
| All | +245.3% | +96.4% | +148.9% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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