-100.0%
DFNS vs NXT
+208.8%
-308.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -6.9% | -12.4% | -18.6% |
| 7D | -12.7% | -6.0% | -6.7% | -12.1% |
| 30D | -65.2% | +5.4% | -70.7% | -65.6% |
| 3M | -94.6% | -9.7% | -84.9% | -94.5% |
| 6M | -96.2% | -25.3% | -70.9% | -96.1% |
| YTD | -99.6% | +7.5% | -107.1% | -99.6% |
| 1Y | -99.7% | -3.0% | -96.7% | -99.7% |
| 3Y | -100.0% | +171.4% | -271.4% | -100.0% |
| All | -100.0% | +208.8% | -308.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling