+25.3%
DG vs NTRS
+46.5%
-21.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +8.4% | -0.1% | +8.5% | +8.4% |
| 30D | +4.9% | +1.2% | +3.7% | +4.8% |
| 3M | +29.3% | +8.3% | +21.0% | +28.0% |
| 6M | -11.3% | +30.0% | -41.2% | -15.1% |
| YTD | +1.8% | +38.0% | -36.3% | -5.4% |
| 1Y | +25.3% | +47.4% | -22.1% | +13.6% |
| All | +25.3% | +46.5% | -21.2% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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