+344.1%
NEM vs DLR
+188.2%
+155.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | -6.4% | +3.3% | -9.8% | -7.3% |
| 30D | +1.4% | +4.6% | -3.2% | +0.1% |
| 3M | -0.7% | -8.3% | +7.6% | +1.5% |
| 6M | -4.5% | -5.6% | +1.2% | -3.3% |
| YTD | +14.0% | +18.7% | -4.7% | +8.8% |
| 1Y | +27.3% | +17.1% | +10.2% | +21.8% |
| 3Y | +250.5% | +54.4% | +196.1% | +209.8% |
| 5Y | +121.1% | +36.5% | +84.6% | +96.6% |
| All | +344.1% | +188.2% | +155.9% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling