+180.5%
NXT vs DAR
+2.2%
+178.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.4% |
| 7D | +2.9% | -0.9% | +3.7% | +3.0% |
| 30D | -17.2% | +13.0% | -30.2% | -19.9% |
| 3M | -32.0% | +15.0% | -47.0% | -34.7% |
| 6M | -15.8% | +26.8% | -42.6% | -21.5% |
| YTD | -1.9% | +86.4% | -88.3% | -17.3% |
| 1Y | +22.5% | +115.1% | -92.6% | -1.1% |
| 3Y | +100.5% | +14.6% | +85.9% | +90.6% |
| All | +180.5% | +2.2% | +178.4% | +166.6% |
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