-98.2%
DFNS vs NXT
+22.5%
-120.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.4% |
| 7D | +0.8% | +2.9% | -2.1% | -0.7% |
| 30D | -73.2% | -17.2% | -56.0% | -70.0% |
| 3M | -72.4% | -32.0% | -40.5% | -64.5% |
| 6M | -95.2% | -15.8% | -79.5% | -94.3% |
| YTD | -98.0% | -1.9% | -96.1% | -98.0% |
| All | -98.2% | +22.5% | -120.8% | -98.3% |
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 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