+177.4%
NXT vs DD
+44.9%
+132.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -1.1% | -3.5% | +2.4% | +1.4% |
| 30D | -15.3% | -10.3% | -5.0% | -8.5% |
| 3M | -43.8% | -7.5% | -36.2% | -40.3% |
| 6M | -18.7% | -8.0% | -10.7% | -12.9% |
| YTD | -3.0% | +10.5% | -13.5% | -7.3% |
| 1Y | +22.7% | +38.3% | -15.5% | +2.1% |
| 3Y | +95.9% | +42.5% | +53.4% | +59.2% |
| All | +177.4% | +44.9% | +132.5% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling