+53.1%
DG vs NTR
+103.6%
-50.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.2% |
| 7D | -2.5% | +3.8% | -6.3% | -2.9% |
| 30D | +1.0% | +25.2% | -24.2% | -1.8% |
| 3M | +20.3% | +21.0% | -0.7% | +17.3% |
| 6M | -11.7% | +7.6% | -19.3% | -13.0% |
| YTD | -2.3% | +32.9% | -35.2% | -6.8% |
| 1Y | +20.0% | +43.1% | -23.1% | +13.2% |
| 3Y | +7.2% | +41.6% | -34.4% | +0.3% |
| 5Y | -37.9% | +54.8% | -92.7% | -44.2% |
| All | +53.1% | +103.6% | -50.5% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling