-7.0%
DOW vs NXT
-16.4%
+9.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -2.9% |
| 7D | -2.4% | -1.1% | -1.3% | -2.5% |
| 30D | +0.4% | -15.3% | +15.7% | -1.2% |
| 3M | -14.4% | -43.8% | +29.4% | -17.4% |
| 6M | -7.0% | -18.7% | +11.7% | -8.3% |
| All | -7.0% | -16.4% | +9.4% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling