+336.6%
NEM vs DGX
+8,778.1%
-8,441.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | +7.8% | -1.2% | +9.0% | +8.0% |
| 3M | +30.2% | +15.8% | +14.4% | +28.3% |
| 6M | +9.6% | +18.2% | -8.6% | +7.7% |
| YTD | +27.8% | +37.2% | -9.4% | +23.6% |
| 1Y | +60.7% | +30.4% | +30.3% | +56.1% |
| 3Y | +245.3% | +96.7% | +148.6% | +221.8% |
| 5Y | +155.3% | +67.2% | +88.2% | +140.7% |
| 10Y | +313.2% | +253.9% | +59.2% | +262.8% |
| All | +336.6% | +8,778.1% | -8,441.5% | +297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling