+54.5%
DLR vs NXT
+194.0%
-139.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +2.4% | +15.1% | -12.7% | +1.1% |
| 30D | +0.7% | +21.8% | -21.1% | -1.1% |
| 3M | -6.4% | +1.6% | -8.0% | -6.9% |
| 6M | -6.5% | -16.7% | +10.2% | -6.0% |
| YTD | +18.8% | +20.4% | -1.6% | +14.9% |
| 1Y | +9.0% | +0.2% | +8.8% | +7.0% |
| 3Y | +54.5% | +208.7% | -154.2% | +24.7% |
| All | +54.5% | +194.0% | -139.5% | +24.7% |
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