+6.9%
NXT vs DG
+45.3%
-38.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +8.5% | +2.6% | +10.7% |
| 7D | +30.0% | +12.3% | +17.7% | +29.5% |
| 30D | +28.6% | +19.3% | +9.3% | +27.7% |
| 3M | +8.4% | +11.9% | -3.5% | +7.7% |
| 6M | -8.7% | +25.0% | -33.7% | -9.5% |
| YTD | +22.5% | +8.7% | +13.8% | +22.9% |
| 1Y | +6.9% | +44.7% | -37.8% | -7.5% |
| All | +6.9% | +45.3% | -38.4% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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