-37.7%
DG vs NTRS
+93.2%
-130.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -6.5% | +1.4% | -7.9% | -6.7% |
| 30D | +4.2% | -0.7% | +4.8% | +4.2% |
| 3M | +9.5% | +11.3% | -1.8% | +7.7% |
| 6M | -13.1% | +35.5% | -48.7% | -17.3% |
| YTD | -4.8% | +40.6% | -45.4% | -10.1% |
| 1Y | +20.6% | +49.2% | -28.6% | +12.9% |
| 3Y | +4.9% | +167.2% | -162.3% | -13.0% |
| All | -37.7% | +93.2% | -130.9% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling