+67.9%
NI vs DG
+4.6%
+63.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | 0.0% | -6.5% | +6.5% | +0.4% |
| 30D | -1.4% | +4.2% | -5.5% | -1.6% |
| 3M | -10.6% | +9.5% | -20.1% | -11.1% |
| 6M | -9.3% | -13.1% | +3.8% | -8.7% |
| YTD | +1.1% | -4.8% | +6.0% | +1.2% |
| 1Y | +3.4% | +20.6% | -17.2% | +2.0% |
| 3Y | +67.9% | +4.9% | +62.9% | +65.3% |
| All | +67.9% | +4.6% | +63.2% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling