+28.0%
NXT vs DD
+33.7%
-5.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -1.3% |
| 7D | -0.2% | -3.8% | +3.6% | +3.3% |
| 30D | -20.0% | -9.2% | -10.7% | -12.5% |
| 3M | -30.9% | -9.0% | -21.9% | -24.6% |
| 6M | -23.8% | -5.0% | -18.9% | -18.6% |
| YTD | -5.4% | +7.4% | -12.8% | -4.4% |
| 1Y | +28.0% | +35.1% | -7.1% | +19.3% |
| All | +28.0% | +33.7% | -5.6% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling