-99.9%
DFNS vs NXT
+171.8%
-271.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -4.2% |
| 7D | +4.6% | -0.2% | +4.9% | +4.7% |
| 30D | -73.9% | -20.0% | -53.9% | -73.2% |
| 3M | -71.7% | -30.9% | -40.8% | -70.5% |
| 6M | -94.6% | -23.8% | -70.8% | -94.2% |
| YTD | -98.1% | -5.4% | -92.6% | -97.9% |
| 1Y | -98.3% | +28.0% | -126.3% | -98.1% |
| 3Y | -99.9% | +93.3% | -193.2% | -99.8% |
| All | -99.9% | +171.8% | -271.6% | -99.8% |
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