+0.3%
DT vs NXT
+231.9%
-231.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.7% |
| 7D | -5.4% | -5.7% | +0.3% | -5.2% |
| 30D | -32.2% | +18.5% | -50.7% | -32.7% |
| 3M | -10.9% | -4.1% | -6.8% | -10.8% |
| 6M | +10.0% | -20.3% | +30.3% | +10.7% |
| YTD | +2.1% | +15.5% | -13.4% | -1.0% |
| 1Y | -5.5% | -5.0% | -0.6% | -7.0% |
| 3Y | -12.4% | +191.6% | -204.1% | -25.9% |
| All | +0.3% | +231.9% | -231.6% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling