+302.3%
NEM vs DTE
+137.8%
+164.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | -1.0% | -2.6% | +1.6% | 0.0% |
| 30D | +7.8% | -4.4% | +12.2% | +9.7% |
| 3M | +30.2% | -8.3% | +38.5% | +34.4% |
| 6M | +9.6% | -8.1% | +17.7% | +12.8% |
| YTD | +27.8% | +4.4% | +23.4% | +24.9% |
| 1Y | +60.7% | +0.2% | +60.5% | +59.6% |
| 3Y | +245.3% | +42.6% | +202.7% | +198.4% |
| 5Y | +155.3% | +31.5% | +123.9% | +126.6% |
| All | +302.3% | +137.8% | +164.5% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling