+539.1%
DG vs NTRS
+490.5%
+48.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | +9.5% | +11.3% | -1.8% | +6.9% |
| 6M | -13.1% | +35.5% | -48.7% | -18.9% |
| YTD | -4.8% | +40.6% | -45.4% | -12.0% |
| 1Y | +20.6% | +49.2% | -28.6% | +10.0% |
| 3Y | +4.9% | +167.2% | -162.3% | -17.5% |
| 5Y | -37.9% | +94.9% | -132.8% | -48.5% |
| 10Y | +102.2% | +259.5% | -157.2% | +35.7% |
| All | +539.1% | +490.5% | +48.6% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling