+248.1%
DGX vs NTRS
+259.9%
-11.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | -1.2% | -0.7% | -0.5% | -1.0% |
| 3M | +15.8% | +11.3% | +4.4% | +12.5% |
| 6M | +18.2% | +35.5% | -17.4% | +9.2% |
| YTD | +37.2% | +40.6% | -3.4% | +25.1% |
| 1Y | +30.4% | +49.2% | -18.9% | +16.9% |
| 3Y | +96.7% | +167.2% | -70.5% | +48.7% |
| 5Y | +67.2% | +94.9% | -27.8% | +34.4% |
| All | +248.1% | +259.9% | -11.8% | +130.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling