+100.5%
NXT vs DG
+10.3%
+90.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.5% |
| 7D | +2.9% | -2.5% | +5.3% | +3.1% |
| 30D | -17.2% | +1.0% | -18.3% | -17.4% |
| 3M | -32.0% | +20.3% | -52.3% | -33.6% |
| 6M | -15.8% | -11.7% | -4.0% | -14.2% |
| YTD | -1.9% | -2.3% | +0.4% | -1.9% |
| 1Y | +22.5% | +20.0% | +2.5% | +18.5% |
| 3Y | +100.5% | +7.2% | +93.3% | +80.1% |
| All | +100.5% | +10.3% | +90.2% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling