+49.1%
DG vs NTR
+97.9%
-48.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -6.5% | -1.3% | -5.2% | -6.3% |
| 30D | +4.2% | +16.8% | -12.6% | +2.1% |
| 3M | +9.5% | +20.7% | -11.2% | +6.8% |
| 6M | -13.1% | +0.5% | -13.7% | -13.6% |
| YTD | -4.8% | +29.2% | -34.0% | -8.9% |
| 1Y | +20.6% | +39.6% | -19.0% | +14.1% |
| 3Y | +4.9% | +37.9% | -32.9% | -1.5% |
| 5Y | -37.9% | +47.1% | -84.9% | -43.7% |
| All | +49.1% | +97.9% | -48.8% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling