+212.0%
NXT vs RBA
+60.8%
+151.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | -9.4% | +1.7% | -11.2% | -9.9% |
| 30D | +15.1% | +8.3% | +6.8% | +12.4% |
| 3M | -9.1% | +10.5% | -19.7% | -11.9% |
| 6M | -30.3% | -5.9% | -24.4% | -29.7% |
| YTD | +9.1% | -6.9% | +16.0% | +10.2% |
| 1Y | +7.9% | -4.9% | +12.7% | +8.4% |
| 3Y | +176.5% | +64.5% | +112.0% | +121.9% |
| All | +212.0% | +60.8% | +151.2% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling