+244.4%
NXT vs DRI
+71.1%
+173.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.4% | +5.7% |
| 7D | +32.2% | +2.8% | +29.4% | +31.2% |
| 30D | +21.9% | +13.3% | +8.7% | +17.2% |
| 3M | +6.6% | +8.2% | -1.6% | +3.7% |
| 6M | -16.8% | +17.5% | -34.3% | -21.5% |
| YTD | +20.4% | +26.9% | -6.5% | +10.8% |
| 1Y | -1.5% | +31.6% | -33.1% | -10.5% |
| 3Y | +182.4% | +67.0% | +115.4% | +115.6% |
| All | +244.4% | +71.1% | +173.3% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling