+316.6%
NEM vs DT
+103.5%
+213.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +0.3% | -3.3% | +3.6% | +0.6% |
| 30D | +23.1% | +2.0% | +21.0% | +22.8% |
| 3M | +18.5% | +20.0% | -1.5% | +16.3% |
| 6M | +7.8% | +39.3% | -31.5% | +4.0% |
| YTD | +29.1% | +19.8% | +9.4% | +26.3% |
| 1Y | +72.7% | +4.3% | +68.4% | +70.9% |
| 3Y | +248.7% | +7.7% | +241.0% | +240.7% |
| 5Y | +148.7% | -26.8% | +175.5% | +147.6% |
| All | +316.6% | +103.5% | +213.0% | +245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling