+170.4%
NXT vs DD
+40.8%
+129.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -1.8% |
| 7D | -0.2% | -3.8% | +3.6% | +2.5% |
| 30D | -20.0% | -9.2% | -10.7% | -14.1% |
| 3M | -30.9% | -9.0% | -21.9% | -25.9% |
| 6M | -23.8% | -5.0% | -18.9% | -19.8% |
| YTD | -5.4% | +7.4% | -12.8% | -7.7% |
| 1Y | +28.0% | +35.1% | -7.1% | +8.3% |
| 3Y | +93.3% | +43.2% | +50.1% | +57.3% |
| All | +170.4% | +40.8% | +129.6% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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