+180.5%
NXT vs DTE
+37.5%
+143.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.9% |
| 7D | +2.9% | +0.9% | +2.0% | +2.6% |
| 30D | -17.2% | -1.9% | -15.4% | -16.9% |
| 3M | -32.0% | -3.3% | -28.7% | -31.9% |
| 6M | -15.8% | -7.1% | -8.6% | -14.6% |
| YTD | -1.9% | +8.1% | -10.0% | -6.0% |
| 1Y | +22.5% | +5.3% | +17.2% | +18.5% |
| 3Y | +100.5% | +48.2% | +52.4% | +63.8% |
| All | +180.5% | +37.5% | +143.0% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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