+170.4%
NXT vs DRI
+57.0%
+113.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.1% |
| 7D | -0.2% | -4.8% | +4.6% | +1.3% |
| 30D | -20.0% | -3.9% | -16.0% | -19.1% |
| 3M | -30.9% | +5.1% | -36.0% | -32.3% |
| 6M | -23.8% | +5.5% | -29.3% | -25.6% |
| YTD | -5.4% | +16.5% | -21.9% | -10.6% |
| 1Y | +28.0% | +2.0% | +26.1% | +25.9% |
| 3Y | +93.3% | +54.5% | +38.8% | +51.9% |
| All | +170.4% | +57.0% | +113.4% | +114.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling