+37.2%
DIS vs NXT
+175.5%
-138.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +1.9% | -9.4% | +11.3% | +2.5% |
| 30D | +9.2% | +15.1% | -5.9% | +8.1% |
| 3M | +13.5% | -9.1% | +22.6% | +13.9% |
| 6M | +14.3% | -30.3% | +44.6% | +16.2% |
| YTD | +5.4% | +9.1% | -3.7% | +2.4% |
| 1Y | +12.2% | +7.9% | +4.3% | +9.0% |
| 3Y | +37.2% | +176.5% | -139.3% | +21.2% |
| All | +37.2% | +175.5% | -138.3% | +21.2% |
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