+177.4%
NXT vs DG
-37.6%
+215.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | -1.1% | +8.4% | -9.5% | -1.8% |
| 30D | -15.3% | +4.9% | -20.3% | -15.7% |
| 3M | -43.8% | +29.3% | -73.1% | -45.4% |
| 6M | -18.7% | -11.3% | -7.4% | -17.3% |
| YTD | -3.0% | +1.8% | -4.7% | -3.3% |
| 1Y | +22.7% | +25.3% | -2.6% | +18.8% |
| 3Y | +95.9% | +9.1% | +86.8% | +89.8% |
| All | +177.4% | -37.6% | +215.0% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling