+22.7%
NXT vs DRI
+6.9%
+15.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -15.3% | +3.8% | -19.2% | -16.2% |
| 3M | -43.8% | +13.0% | -56.8% | -45.9% |
| 6M | -18.7% | +8.3% | -27.0% | -20.8% |
| YTD | -3.0% | +20.6% | -23.6% | -7.3% |
| 1Y | +22.7% | +6.5% | +16.3% | +16.6% |
| All | +22.7% | +6.9% | +15.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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