+250.5%
NEM vs DT
+6.3%
+244.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +3.1% | -0.5% | +3.6% | +3.1% |
| 30D | +10.0% | +0.1% | +9.9% | +10.0% |
| 3M | +30.9% | +24.1% | +6.8% | +29.8% |
| 6M | +10.5% | +30.1% | -19.6% | +10.0% |
| YTD | +29.7% | +16.8% | +13.0% | +29.4% |
| 1Y | +71.1% | -0.1% | +71.2% | +71.9% |
| All | +250.5% | +6.3% | +244.2% | +248.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling