+61.6%
DRAM vs NXT
-11.8%
+73.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.8% | +9.6% | +10.0% |
| 7D | -0.6% | -5.7% | +5.1% | +3.1% |
| 30D | -18.0% | +18.5% | -36.6% | -25.3% |
| 3M | -11.9% | -4.1% | -7.8% | -9.4% |
| 6M | -18.6% | -20.3% | +1.8% | -8.1% |
| All | +61.6% | -11.8% | +73.3% | +74.6% |
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