+96.7%
DGX vs NTRS
+168.2%
-71.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | -1.2% | -0.7% | -0.5% | -1.1% |
| 3M | +15.8% | +11.3% | +4.4% | +13.7% |
| 6M | +18.2% | +35.5% | -17.4% | +12.5% |
| YTD | +37.2% | +40.6% | -3.4% | +29.2% |
| 1Y | +30.4% | +49.2% | -18.9% | +21.3% |
| 3Y | +96.7% | +167.2% | -70.5% | +57.5% |
| All | +96.7% | +168.2% | -71.5% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling