+6.7%
NI vs DG
+23.4%
-16.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | +2.0% | +8.4% | -6.4% | +1.6% |
| 30D | -3.5% | +4.9% | -8.5% | -3.8% |
| 3M | -9.1% | +29.3% | -38.5% | -10.2% |
| 6M | -11.8% | -11.3% | -0.6% | -10.8% |
| YTD | +1.1% | +1.8% | -0.7% | +1.0% |
| 1Y | +6.7% | +25.3% | -18.6% | +4.5% |
| All | +6.7% | +23.4% | -16.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling