-98.3%
DFNS vs NXT
+26.2%
-124.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.1% |
| 7D | -16.0% | -1.1% | -14.9% | -15.5% |
| 30D | -77.7% | -15.3% | -62.4% | -75.4% |
| 3M | -77.2% | -43.8% | -33.4% | -68.4% |
| 6M | -95.2% | -18.7% | -76.5% | -94.2% |
| YTD | -98.0% | -3.0% | -95.0% | -97.9% |
| 1Y | -98.3% | +22.7% | -121.0% | -98.4% |
| All | -98.3% | +26.2% | -124.5% | -98.4% |
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