+472.4%
NEM vs DTE
+3,521.9%
-3,049.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | +3.9% | +0.9% | +3.0% | +3.6% |
| 30D | +12.7% | -1.9% | +14.6% | +13.2% |
| 3M | +28.7% | -3.3% | +32.0% | +29.6% |
| 6M | +9.8% | -7.1% | +16.9% | +11.8% |
| YTD | +28.1% | +8.1% | +20.0% | +24.9% |
| 1Y | +69.3% | +5.3% | +64.1% | +66.3% |
| 3Y | +247.7% | +48.2% | +199.5% | +210.5% |
| 5Y | +153.4% | +33.2% | +120.1% | +132.2% |
| 10Y | +291.3% | +137.5% | +153.8% | +202.4% |
| All | +472.4% | +3,521.9% | -3,049.5% | +287.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling