+302.5%
NEM vs DLR
+3,595.6%
-3,293.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.3% | +1.6% | -1.3% | 0.0% |
| 30D | +23.1% | -3.4% | +26.4% | +24.0% |
| 3M | +18.5% | +0.5% | +18.0% | +18.1% |
| 6M | +7.8% | +4.6% | +3.2% | +6.6% |
| YTD | +29.1% | +23.4% | +5.7% | +23.0% |
| 1Y | +72.7% | +19.0% | +53.6% | +65.7% |
| 3Y | +248.7% | +56.5% | +192.2% | +212.6% |
| 5Y | +148.7% | +33.3% | +115.4% | +126.8% |
| 10Y | +304.8% | +165.1% | +139.6% | +211.2% |
| All | +302.5% | +3,595.6% | -3,293.1% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling