+245.3%
NEM vs DTE
+43.4%
+201.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.2% |
| 7D | -1.0% | -2.6% | +1.6% | +0.4% |
| 30D | +7.8% | -4.4% | +12.2% | +10.4% |
| 3M | +30.2% | -8.3% | +38.5% | +35.8% |
| 6M | +9.6% | -8.1% | +17.7% | +13.9% |
| YTD | +27.8% | +4.4% | +23.4% | +22.2% |
| 1Y | +60.7% | +0.2% | +60.5% | +57.8% |
| 3Y | +245.3% | +42.6% | +202.7% | +157.4% |
| All | +245.3% | +43.4% | +201.9% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling