+112.9%
DAL vs NXT
+178.8%
-65.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +0.1% | -1.1% | +1.2% | +0.3% |
| 30D | -13.9% | -15.3% | +1.4% | -11.7% |
| 3M | +1.1% | -43.8% | +44.9% | +9.9% |
| 6M | +26.2% | -18.7% | +44.9% | +28.2% |
| YTD | +16.4% | -3.0% | +19.4% | +14.8% |
| 1Y | +33.9% | +22.7% | +11.1% | +26.9% |
| 3Y | +93.4% | +95.9% | -2.5% | +64.9% |
| All | +112.9% | +178.8% | -65.9% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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