+96.7%
DGX vs NTR
+36.8%
+59.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.7% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | -1.2% | +16.8% | -17.9% | -2.6% |
| 3M | +15.8% | +20.7% | -5.0% | +13.6% |
| 6M | +18.2% | +0.5% | +17.6% | +18.0% |
| YTD | +37.2% | +29.2% | +8.0% | +32.4% |
| 1Y | +30.4% | +39.6% | -9.2% | +24.5% |
| 3Y | +96.7% | +37.9% | +58.8% | +87.8% |
| All | +96.7% | +36.8% | +59.9% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling