+247.7%
NEM vs O
+30.3%
+217.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +3.9% | -0.6% | +4.4% | +4.2% |
| 30D | +12.7% | -2.0% | +14.7% | +13.8% |
| 3M | +28.7% | +3.0% | +25.7% | +25.6% |
| 6M | +9.8% | -3.6% | +13.4% | +11.4% |
| YTD | +28.1% | +12.1% | +16.0% | +18.8% |
| 1Y | +69.3% | +8.9% | +60.5% | +59.7% |
| 3Y | +247.7% | +30.3% | +217.3% | +207.9% |
| All | +247.7% | +30.3% | +217.4% | +207.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling