+212.0%
NXT vs DBX
+39.8%
+172.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -9.4% | -3.3% | -6.2% | -9.1% |
| 30D | +15.1% | -5.9% | +21.0% | +15.8% |
| 3M | -9.1% | -6.7% | -2.4% | -8.6% |
| 6M | -30.3% | +28.0% | -58.3% | -33.2% |
| YTD | +9.1% | +20.6% | -11.5% | +5.7% |
| 1Y | +7.9% | +10.3% | -2.4% | +7.0% |
| 3Y | +176.5% | +24.0% | +152.4% | +149.4% |
| All | +212.0% | +39.8% | +172.2% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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