+1,235.2%
NI vs DG
+606.1%
+629.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | +2.0% | +8.4% | -6.4% | +0.7% |
| 30D | -3.5% | +4.9% | -8.5% | -4.3% |
| 3M | -9.1% | +29.3% | -38.5% | -13.0% |
| 6M | -11.8% | -11.3% | -0.6% | -10.6% |
| YTD | +1.1% | +1.8% | -0.7% | +0.1% |
| 1Y | +6.7% | +25.3% | -18.6% | +1.6% |
| 3Y | +71.1% | +9.1% | +62.0% | +62.1% |
| 5Y | +94.3% | -34.9% | +129.2% | +101.6% |
| 10Y | +135.8% | +108.2% | +27.6% | +96.0% |
| All | +1,235.2% | +606.1% | +629.1% | +742.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling