+28.0%
NXT vs DG
+17.9%
+10.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -3.6% |
| 7D | -0.2% | -4.8% | +4.6% | -0.1% |
| 30D | -20.0% | +1.8% | -21.7% | -19.9% |
| 3M | -30.9% | +14.5% | -45.4% | -31.8% |
| 6M | -23.8% | -13.6% | -10.3% | -19.7% |
| YTD | -5.4% | -4.8% | -0.6% | -4.0% |
| 1Y | +28.0% | +21.6% | +6.5% | +19.4% |
| All | +28.0% | +17.9% | +10.1% | +19.4% |
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