+212.0%
NXT vs DAR
-14.8%
+226.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | -9.4% | +11.6% | -21.0% | -11.6% |
| 30D | +15.1% | -10.2% | +25.3% | +17.7% |
| 3M | -9.1% | -14.8% | +5.7% | -6.2% |
| 6M | -30.3% | -10.1% | -20.2% | -29.3% |
| YTD | +9.1% | +55.5% | -46.4% | -4.4% |
| 1Y | +7.9% | +61.7% | -53.8% | -6.5% |
| 3Y | +176.5% | +37.2% | +139.3% | +138.8% |
| All | +212.0% | -14.8% | +226.7% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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