+92.7%
NXT vs DBX
+23.5%
+69.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.3% | -5.9% | -3.8% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -20.0% | 0.0% | -20.0% | -20.0% |
| 3M | -30.9% | +26.1% | -57.0% | -32.5% |
| 6M | -23.8% | +29.4% | -53.2% | -25.7% |
| YTD | -5.4% | +24.4% | -29.9% | -7.2% |
| 1Y | +28.0% | +10.9% | +17.2% | +28.9% |
| All | +92.7% | +23.5% | +69.2% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling