+433.9%
NEM vs DVA
+5,081.6%
-4,647.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.7% |
| 7D | +3.9% | +2.2% | +1.6% | +3.7% |
| 30D | +12.7% | -2.0% | +14.7% | +12.8% |
| 3M | +28.7% | -6.3% | +34.9% | +28.8% |
| 6M | +9.8% | +19.4% | -9.7% | +8.1% |
| YTD | +28.1% | +58.5% | -30.4% | +23.7% |
| 1Y | +69.3% | +33.9% | +35.5% | +65.1% |
| 3Y | +247.7% | +88.4% | +159.2% | +230.6% |
| 5Y | +153.4% | +39.5% | +113.9% | +143.1% |
| 10Y | +291.3% | +179.5% | +111.8% | +257.3% |
| All | +433.9% | +5,081.6% | -4,647.7% | +356.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling