+1,256.9%
DELL vs NXT
+171.8%
+1,085.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.2% |
| 7D | +8.7% | -0.2% | +9.0% | +8.8% |
| 30D | +16.9% | -20.0% | +36.9% | +23.5% |
| 3M | +40.4% | -30.9% | +71.4% | +53.2% |
| 6M | +267.1% | -23.8% | +290.9% | +293.2% |
| YTD | +329.1% | -5.4% | +334.5% | +337.8% |
| 1Y | +346.9% | +28.0% | +318.9% | +327.0% |
| 3Y | +696.6% | +93.3% | +603.3% | +596.3% |
| All | +1,256.9% | +171.8% | +1,085.1% | +1,058.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling