+120.1%
NEM vs DT
-39.3%
+159.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.0% |
| 7D | -5.9% | +2.7% | -8.7% | -6.1% |
| 30D | -2.6% | -30.4% | +27.8% | -0.4% |
| 3M | -4.2% | -9.4% | +5.2% | -3.7% |
| 6M | -5.5% | +14.5% | -20.0% | -6.4% |
| YTD | +13.5% | +3.6% | +9.9% | +13.0% |
| 1Y | +22.2% | -3.4% | +25.6% | +22.2% |
| 3Y | +249.0% | -11.1% | +260.1% | +248.7% |
| 5Y | +120.1% | -39.5% | +159.5% | +114.7% |
| All | +120.1% | -39.3% | +159.4% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling