+25.3%
DG vs NTR
+43.1%
-17.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.5% |
| 7D | +8.4% | +8.1% | +0.3% | +8.5% |
| 30D | +4.9% | +18.8% | -13.8% | +5.3% |
| 3M | +29.3% | +16.2% | +13.1% | +29.9% |
| 6M | -11.3% | +9.8% | -21.0% | -11.5% |
| YTD | +1.8% | +30.9% | -29.1% | -2.5% |
| 1Y | +25.3% | +41.8% | -16.4% | +16.7% |
| All | +25.3% | +43.1% | -17.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling