+17.7%
DT vs NXT
+178.8%
-161.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.7% |
| 7D | -3.3% | -1.1% | -2.2% | -3.3% |
| 30D | +2.0% | -15.3% | +17.4% | +2.8% |
| 3M | +20.0% | -43.8% | +63.8% | +23.0% |
| 6M | +39.3% | -18.7% | +57.9% | +38.9% |
| YTD | +19.8% | -3.0% | +22.7% | +17.1% |
| 1Y | +4.3% | +22.7% | -18.5% | -0.8% |
| 3Y | +7.7% | +95.9% | -88.2% | -5.4% |
| All | +17.7% | +178.8% | -161.1% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling