+155.1%
NEM vs DVA
+46.8%
+108.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | +7.8% | 0.0% | +7.8% | +7.8% |
| 3M | +30.2% | -10.9% | +41.1% | +30.6% |
| 6M | +9.6% | +17.3% | -7.7% | +6.7% |
| YTD | +27.8% | +59.8% | -32.0% | +20.1% |
| 1Y | +60.7% | +36.3% | +24.4% | +53.4% |
| 3Y | +245.3% | +88.6% | +156.7% | +217.8% |
| All | +155.1% | +46.8% | +108.3% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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