+157.7%
NEM vs DLR
+40.9%
+116.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +3.1% | +2.9% | +0.2% | +2.1% |
| 30D | +10.0% | -1.2% | +11.2% | +10.4% |
| 3M | +30.9% | +2.9% | +28.0% | +29.1% |
| 6M | +10.5% | +6.7% | +3.9% | +8.1% |
| YTD | +29.7% | +23.9% | +5.9% | +20.7% |
| 1Y | +71.1% | +18.6% | +52.5% | +61.1% |
| 3Y | +252.1% | +59.7% | +192.4% | +196.0% |
| 5Y | +157.7% | +42.1% | +115.7% | +114.1% |
| All | +157.7% | +40.9% | +116.8% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling