+425.7%
DELL vs NXT
+171.4%
+254.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.3% | +1.3% |
| 7D | +17.1% | -6.0% | +23.1% | +19.1% |
| 30D | -35.1% | +5.4% | -40.5% | -36.4% |
| 3M | -23.3% | -9.7% | -13.6% | -21.7% |
| 6M | +55.8% | -25.3% | +81.2% | +66.9% |
| YTD | +198.0% | +7.5% | +190.5% | +191.5% |
| 1Y | +166.6% | -3.0% | +169.6% | +166.4% |
| All | +425.7% | +171.4% | +254.3% | +339.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling