+167.1%
NXT vs DG
-42.3%
+209.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.1% |
| 7D | -2.6% | -6.3% | +3.7% | -2.0% |
| 30D | -22.4% | +2.4% | -24.9% | -22.6% |
| 3M | -27.3% | +12.4% | -39.8% | -28.4% |
| 6M | -28.5% | -14.9% | -13.5% | -27.1% |
| YTD | -6.6% | -6.1% | -0.6% | -6.3% |
| 1Y | +20.4% | +17.9% | +2.5% | +17.0% |
| 3Y | +90.9% | +3.1% | +87.8% | +86.1% |
| All | +167.1% | -42.3% | +209.4% | +192.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling