+62.3%
NEM vs DRI
+1.2%
+61.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -3.3% | -4.8% | +1.5% | -3.0% |
| 30D | +7.8% | -5.2% | +13.0% | +8.2% |
| 3M | +36.3% | +2.7% | +33.5% | +36.7% |
| 6M | +6.6% | +3.6% | +2.9% | +7.0% |
| YTD | +27.1% | +15.4% | +11.7% | +26.0% |
| 1Y | +62.3% | +1.3% | +61.1% | +59.5% |
| All | +62.3% | +1.2% | +61.1% | +59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling