+227.7%
NXT vs DD
+72.7%
+155.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -6.0% | -5.6% |
| 7D | +4.0% | +2.2% | +1.7% | +2.1% |
| 30D | +15.9% | +20.7% | -4.8% | +1.2% |
| 3M | -3.0% | +11.3% | -14.3% | -10.2% |
| 6M | -20.7% | +6.0% | -26.7% | -23.8% |
| YTD | +14.6% | +31.7% | -17.1% | -3.5% |
| 1Y | -7.1% | +32.2% | -39.3% | -22.0% |
| 3Y | +189.4% | +92.7% | +96.7% | +92.0% |
| All | +227.7% | +72.7% | +155.0% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling