+22.5%
NXT vs COO
-2.5%
+25.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.9% | +0.7% |
| 7D | +2.9% | -2.3% | +5.2% | +2.5% |
| 30D | -17.2% | -8.8% | -8.4% | -18.3% |
| 3M | -32.0% | +1.3% | -33.3% | -31.7% |
| 6M | -15.8% | -11.6% | -4.2% | -12.5% |
| YTD | -1.9% | -17.4% | +15.5% | +2.2% |
| 1Y | +22.5% | -1.6% | +24.1% | +30.5% |
| All | +22.5% | -2.5% | +25.0% | +30.5% |
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