+33.8%
DIS vs NXT
+98.3%
-64.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | -2.6% | -1.1% | -1.5% | -2.5% |
| 30D | +3.5% | -15.3% | +18.8% | +4.5% |
| 3M | +6.8% | -43.8% | +50.6% | +10.7% |
| 6M | +3.0% | -18.7% | +21.6% | +2.9% |
| YTD | -6.7% | -3.0% | -3.7% | -8.4% |
| 1Y | -10.1% | +22.7% | -32.8% | -14.0% |
| All | +33.8% | +98.3% | -64.5% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling