+143.3%
DELL vs NXT
+10.5%
+132.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +11.1% | -19.9% | -12.9% |
| 7D | -24.6% | +30.0% | -54.6% | -32.9% |
| 30D | -32.5% | +28.6% | -61.1% | -39.5% |
| 3M | -20.2% | +8.4% | -28.6% | -23.6% |
| 6M | +76.5% | -8.7% | +85.2% | +82.4% |
| YTD | +198.9% | +22.5% | +176.4% | +184.6% |
| 1Y | +143.3% | +6.9% | +136.4% | +136.6% |
| All | +143.3% | +10.5% | +132.9% | +136.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling