+319.4%
NEM vs DRI
+348.4%
-29.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +3.1% | -4.8% | +7.9% | +3.4% |
| 30D | +10.0% | -3.9% | +13.9% | +10.3% |
| 3M | +30.9% | +5.1% | +25.8% | +30.4% |
| 6M | +10.5% | +5.5% | +5.0% | +10.0% |
| YTD | +29.7% | +16.5% | +13.3% | +28.2% |
| 1Y | +71.1% | +2.0% | +69.1% | +70.5% |
| 3Y | +252.1% | +54.5% | +197.6% | +239.6% |
| 5Y | +157.7% | +66.6% | +91.1% | +146.5% |
| 10Y | +319.4% | +353.6% | -34.3% | +221.5% |
| All | +319.4% | +348.4% | -29.1% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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