+98.0%
NI vs DG
-39.4%
+137.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -0.6% | -6.3% | +5.7% | -0.1% |
| 30D | -1.4% | +2.4% | -3.8% | -1.6% |
| 3M | -10.6% | +12.4% | -23.0% | -11.5% |
| 6M | -9.9% | -14.9% | +5.0% | -8.9% |
| YTD | +1.2% | -6.1% | +7.2% | +1.4% |
| 1Y | +4.4% | +17.9% | -13.4% | +2.3% |
| 3Y | +68.6% | +3.1% | +65.5% | +65.1% |
| 5Y | +98.0% | -38.7% | +136.7% | +110.5% |
| All | +98.0% | -39.4% | +137.4% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling