+300.2%
NEM vs O
+54.2%
+246.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -3.3% | -3.5% | +0.2% | -2.3% |
| 30D | +7.8% | -3.3% | +11.2% | +8.9% |
| 3M | +36.3% | -2.8% | +39.1% | +37.1% |
| 6M | +6.6% | -5.8% | +12.3% | +8.1% |
| YTD | +27.1% | +9.4% | +17.8% | +23.4% |
| 1Y | +62.3% | +5.7% | +56.7% | +59.1% |
| 3Y | +245.1% | +27.2% | +217.8% | +221.1% |
| 5Y | +154.0% | +17.2% | +136.8% | +140.6% |
| All | +300.2% | +54.2% | +246.0% | +253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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