+22.7%
NXT vs COO
+4.1%
+18.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.0% |
| 7D | -1.1% | -2.2% | +1.1% | -1.4% |
| 30D | -15.3% | -7.0% | -8.3% | -16.2% |
| 3M | -43.8% | +12.2% | -56.0% | -42.8% |
| 6M | -18.7% | -15.1% | -3.5% | -15.0% |
| YTD | -3.0% | -15.1% | +12.1% | +1.5% |
| 1Y | +22.7% | +2.3% | +20.4% | +30.7% |
| All | +22.7% | +4.1% | +18.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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