+167.1%
NXT vs DGX
+68.6%
+98.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.5% |
| 7D | -2.6% | -3.5% | +0.9% | -3.0% |
| 30D | -22.4% | -2.7% | -19.8% | -22.7% |
| 3M | -27.3% | +13.9% | -41.2% | -26.0% |
| 6M | -28.5% | +16.0% | -44.5% | -26.9% |
| YTD | -6.6% | +34.9% | -41.5% | -4.1% |
| 1Y | +20.4% | +30.6% | -10.2% | +23.7% |
| 3Y | +90.9% | +93.0% | -2.1% | +93.9% |
| All | +167.1% | +68.6% | +98.5% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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