+157.7%
NEM vs DT
-28.0%
+185.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +29.3% |
| 6M | +10.5% | +30.1% | -19.6% | +9.0% |
| YTD | +29.7% | +16.8% | +13.0% | +28.5% |
| 1Y | +71.1% | -0.1% | +71.2% | +70.9% |
| 3Y | +252.1% | +6.8% | +245.3% | +248.4% |
| 5Y | +157.7% | -28.4% | +186.1% | +142.1% |
| All | +157.7% | -28.0% | +185.7% | +142.1% |
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