+268.0%
NEM vs DT
+75.7%
+192.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -6.4% | +3.1% | -9.6% | -6.7% |
| 30D | +1.4% | -29.5% | +31.0% | +4.6% |
| 3M | -0.7% | -11.7% | +11.0% | +0.2% |
| 6M | -4.5% | +29.0% | -33.5% | -7.1% |
| YTD | +14.0% | +3.4% | +10.7% | +12.8% |
| 1Y | +27.3% | -4.2% | +31.5% | +26.8% |
| 3Y | +250.5% | -12.8% | +263.3% | +249.1% |
| 5Y | +121.1% | -39.6% | +160.7% | +124.7% |
| All | +268.0% | +75.7% | +192.3% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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