+379.9%
NEM vs DRI
+339.9%
+40.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +1.1% | +14.7% | -13.6% | +0.2% |
| 3M | +1.3% | +5.4% | -4.2% | +0.9% |
| 6M | -1.4% | +18.8% | -20.2% | -2.6% |
| YTD | +19.4% | +28.4% | -8.9% | +17.2% |
| 1Y | +32.9% | +37.7% | -4.7% | +29.8% |
| 3Y | +267.0% | +68.0% | +199.1% | +252.2% |
| 5Y | +131.0% | +78.8% | +52.2% | +120.1% |
| 10Y | +379.9% | +334.2% | +45.7% | +316.5% |
| All | +379.9% | +339.9% | +40.0% | +316.5% |
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