+131.0%
NEM vs O
+12.7%
+118.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +0.3% | +0.6% | -0.3% | 0.0% |
| 30D | +1.1% | +9.4% | -8.3% | -3.2% |
| 3M | +1.3% | -2.4% | +3.7% | +2.4% |
| 6M | -1.4% | -1.9% | +0.5% | -1.1% |
| YTD | +19.4% | +10.5% | +9.0% | +12.5% |
| 1Y | +32.9% | +10.0% | +23.0% | +25.4% |
| 3Y | +267.0% | +40.5% | +226.5% | +206.5% |
| 5Y | +131.0% | +10.2% | +120.8% | +112.0% |
| All | +131.0% | +12.7% | +118.3% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling