+354.7%
NEM vs DRI
+8,033.5%
-7,678.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.5% | -4.9% |
| 7D | -5.9% | -0.3% | -5.6% | -5.9% |
| 30D | -2.6% | +10.8% | -13.4% | -3.2% |
| 3M | -4.2% | +0.9% | -5.1% | -4.3% |
| 6M | -5.5% | +16.3% | -21.8% | -6.5% |
| YTD | +13.5% | +27.8% | -14.2% | +11.5% |
| 1Y | +22.2% | +33.9% | -11.7% | +19.5% |
| 3Y | +249.0% | +67.2% | +181.8% | +234.9% |
| 5Y | +120.1% | +79.0% | +41.1% | +109.4% |
| 10Y | +356.3% | +332.2% | +24.1% | +294.9% |
| All | +354.7% | +8,033.5% | -7,678.7% | +249.5% |
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 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