+15.8%
DT vs NXT
+173.5%
-157.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | +3.0% | -20.0% | +23.1% | +4.1% |
| 3M | +26.5% | -30.7% | +57.2% | +28.4% |
| 6M | +35.9% | -29.0% | +64.9% | +36.9% |
| YTD | +17.8% | -4.8% | +22.7% | +15.3% |
| 1Y | +4.1% | +22.8% | -18.7% | -1.0% |
| 3Y | +5.3% | +93.9% | -88.6% | -7.6% |
| All | +15.8% | +173.5% | -157.7% | -5.6% |
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 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