-99.9%
DFNS vs NXT
+181.9%
-281.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +0.8% | +2.9% | -2.1% | +0.5% |
| 30D | -73.2% | -17.2% | -56.0% | -72.6% |
| 3M | -72.4% | -32.0% | -40.5% | -71.3% |
| 6M | -95.2% | -15.8% | -79.5% | -94.9% |
| YTD | -98.0% | -1.9% | -96.1% | -97.9% |
| 1Y | -98.3% | +22.5% | -120.7% | -98.1% |
| 3Y | -99.9% | +100.5% | -200.4% | -99.8% |
| All | -99.9% | +181.9% | -281.8% | -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 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