+302.3%
NEM vs DLR
+177.5%
+124.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +7.8% | -4.3% | +12.1% | +9.2% |
| 3M | +30.2% | +3.8% | +26.4% | +28.4% |
| 6M | +9.6% | +5.8% | +3.8% | +7.8% |
| YTD | +27.8% | +23.5% | +4.3% | +20.5% |
| 1Y | +60.7% | +11.1% | +49.6% | +55.7% |
| 3Y | +245.3% | +57.9% | +187.4% | +201.7% |
| 5Y | +155.3% | +44.0% | +111.4% | +123.2% |
| All | +302.3% | +177.5% | +124.8% | +157.9% |
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