+183.0%
DGX vs NTR
+97.9%
+85.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.7% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -1.2% | +16.8% | -17.9% | -3.7% |
| 3M | +15.8% | +20.7% | -5.0% | +12.0% |
| 6M | +18.2% | +0.5% | +17.6% | +17.5% |
| YTD | +37.2% | +29.2% | +8.0% | +30.1% |
| 1Y | +30.4% | +39.6% | -9.2% | +21.7% |
| 3Y | +96.7% | +37.9% | +58.8% | +81.8% |
| 5Y | +67.2% | +47.1% | +20.1% | +41.9% |
| All | +183.0% | +97.9% | +85.0% | +97.2% |
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