+68.2%
DIA vs NXT
+178.8%
-110.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -0.2% | -1.1% | +0.9% | -0.1% |
| 30D | -1.5% | -15.3% | +13.8% | -0.5% |
| 3M | +3.8% | -43.8% | +47.5% | +7.2% |
| 6M | +10.3% | -18.7% | +28.9% | +10.9% |
| YTD | +12.1% | -3.0% | +15.1% | +11.4% |
| 1Y | +18.6% | +22.7% | -4.1% | +16.0% |
| 3Y | +60.6% | +95.9% | -35.3% | +49.4% |
| All | +68.2% | +178.8% | -110.6% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling