+370.2%
NEM vs DOW
-15.8%
+386.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.3% |
| 7D | +0.3% | -2.4% | +2.7% | +0.7% |
| 30D | +23.1% | +0.4% | +22.7% | +22.9% |
| 3M | +18.5% | -14.4% | +32.9% | +21.2% |
| 6M | +7.8% | -7.0% | +14.8% | +7.6% |
| YTD | +29.1% | +30.2% | -1.1% | +21.0% |
| 1Y | +72.7% | +29.2% | +43.5% | +61.0% |
| 3Y | +248.7% | -36.7% | +285.4% | +268.8% |
| 5Y | +148.7% | -37.7% | +186.4% | +160.2% |
| All | +370.2% | -15.8% | +386.0% | +328.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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