+8.5%
NI vs DG
+45.3%
-36.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -7.0% | +0.9% |
| 7D | +3.9% | +12.3% | -8.3% | +3.2% |
| 30D | +15.3% | +19.3% | -4.0% | +14.1% |
| 3M | +2.4% | +11.9% | -9.5% | +1.6% |
| 6M | -4.5% | +25.0% | -29.5% | -5.7% |
| YTD | +11.4% | +8.7% | +2.6% | +10.4% |
| 1Y | +8.5% | +44.7% | -36.2% | +3.6% |
| All | +8.5% | +45.3% | -36.8% | +3.6% |
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