+382.3%
NEM vs O
+5,387.7%
-5,005.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | +23.1% | -1.9% | +25.0% | +23.6% |
| 3M | +18.5% | +3.8% | +14.6% | +17.3% |
| 6M | +7.8% | -4.7% | +12.5% | +8.8% |
| YTD | +29.1% | +12.5% | +16.6% | +25.5% |
| 1Y | +72.7% | +10.8% | +61.8% | +68.4% |
| 3Y | +248.7% | +28.8% | +220.0% | +229.4% |
| 5Y | +148.7% | +13.2% | +135.5% | +140.5% |
| 10Y | +304.8% | +53.5% | +251.3% | +254.0% |
| All | +382.3% | +5,387.7% | -5,005.4% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling