+326.0%
NEM vs O
+5,221.5%
-4,895.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | -6.4% | -0.4% | -6.1% | -6.3% |
| 30D | +1.4% | +7.1% | -5.7% | -0.1% |
| 3M | -0.7% | -5.2% | +4.5% | +0.5% |
| 6M | -4.5% | -1.8% | -2.7% | -4.3% |
| YTD | +14.0% | +9.1% | +5.0% | +11.6% |
| 1Y | +27.3% | +9.7% | +17.6% | +24.5% |
| 3Y | +250.5% | +39.1% | +211.4% | +226.3% |
| 5Y | +121.1% | +8.4% | +112.7% | +115.9% |
| 10Y | +358.3% | +80.2% | +278.2% | +288.6% |
| All | +326.0% | +5,221.5% | -4,895.4% | +157.5% |
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