+177.4%
NXT vs DRI
+62.6%
+114.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -15.3% | +3.8% | -19.2% | -16.4% |
| 3M | -43.8% | +13.0% | -56.8% | -46.2% |
| 6M | -18.7% | +8.3% | -27.0% | -21.2% |
| YTD | -3.0% | +20.6% | -23.6% | -9.2% |
| 1Y | +22.7% | +6.5% | +16.3% | +19.0% |
| 3Y | +95.9% | +53.7% | +42.2% | +57.4% |
| All | +177.4% | +62.6% | +114.8% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling