+27.3%
NEM vs DT
-2.7%
+30.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -6.4% | +3.1% | -9.6% | -6.6% |
| 30D | +1.4% | -29.5% | +31.0% | +3.1% |
| 3M | -0.7% | -11.7% | +11.0% | +0.2% |
| 6M | -4.5% | +29.0% | -33.5% | -3.6% |
| YTD | +14.0% | +3.4% | +10.7% | +19.5% |
| 1Y | +27.3% | -4.2% | +31.5% | +36.5% |
| All | +27.3% | -2.7% | +30.0% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling