+182.4%
NXT vs COO
-25.3%
+207.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.2% | +5.6% |
| 7D | +32.2% | +4.7% | +27.5% | +31.4% |
| 30D | +21.9% | +13.9% | +8.0% | +19.6% |
| 3M | +6.6% | -14.9% | +21.5% | +9.4% |
| 6M | -16.8% | +2.0% | -18.8% | -18.2% |
| YTD | +20.4% | -23.9% | +44.3% | +27.8% |
| 1Y | -1.5% | -9.6% | +8.1% | -0.1% |
| 3Y | +182.4% | -25.4% | +207.8% | +161.3% |
| All | +182.4% | -25.3% | +207.7% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling