+14.0%
DT vs NXT
+181.9%
-167.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.2% |
| 7D | -4.9% | +2.9% | -7.7% | -5.0% |
| 30D | +2.7% | -17.2% | +19.9% | +3.6% |
| 3M | +20.0% | -32.0% | +52.0% | +21.8% |
| 6M | +28.0% | -15.8% | +43.8% | +27.4% |
| YTD | +16.0% | -1.9% | +17.9% | +13.4% |
| 1Y | +0.7% | +22.5% | -21.8% | -4.1% |
| 3Y | +6.2% | +100.5% | -94.4% | -7.0% |
| All | +14.0% | +181.9% | -167.9% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling