+310.2%
NEM vs DT
+101.6%
+208.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -3.3% | -2.5% | -0.7% | -3.1% |
| 30D | +7.8% | +3.5% | +4.3% | +7.4% |
| 3M | +36.3% | +26.7% | +9.5% | +33.1% |
| 6M | +6.6% | +36.1% | -29.6% | +3.1% |
| YTD | +27.1% | +18.6% | +8.5% | +24.4% |
| 1Y | +62.3% | +7.9% | +54.5% | +60.1% |
| 3Y | +245.1% | +8.6% | +236.5% | +236.8% |
| 5Y | +154.0% | -26.7% | +180.7% | +152.7% |
| All | +310.2% | +101.6% | +208.6% | +240.4% |
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