+103.1%
NI vs DG
+21.7%
+81.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.5% |
| 7D | +4.3% | +0.3% | +4.0% | +4.3% |
| 30D | +12.4% | +3.2% | +9.1% | +12.2% |
| 3M | +10.2% | +10.4% | -0.3% | +9.6% |
| 6M | -0.8% | +33.2% | -34.0% | -2.1% |
| YTD | +13.2% | +3.0% | +10.3% | +12.9% |
| 1Y | +10.1% | +31.2% | -21.1% | +8.4% |
| 3Y | +103.1% | +21.8% | +81.3% | +91.2% |
| All | +103.1% | +21.7% | +81.4% | +91.2% |
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