+417.1%
NEM vs DRI
+7,577.7%
-7,160.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | +23.1% | +3.8% | +19.2% | +22.8% |
| 3M | +18.5% | +13.0% | +5.5% | +17.5% |
| 6M | +7.8% | +8.3% | -0.5% | +7.1% |
| YTD | +29.1% | +20.6% | +8.5% | +27.3% |
| 1Y | +72.7% | +6.5% | +66.2% | +71.5% |
| 3Y | +248.7% | +53.7% | +195.0% | +236.6% |
| 5Y | +148.7% | +72.7% | +76.0% | +137.1% |
| 10Y | +304.8% | +363.2% | -58.4% | +248.6% |
| All | +417.1% | +7,577.7% | -7,160.6% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling