-3.0%
NXT vs RBA
-5.6%
+2.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.5% | -6.4% |
| 7D | -6.0% | -0.5% | -5.5% | -5.8% |
| 30D | +5.4% | +6.8% | -1.4% | +3.4% |
| 3M | -9.7% | +9.5% | -19.2% | -12.1% |
| 6M | -25.3% | -8.2% | -17.1% | -24.6% |
| YTD | +7.5% | -7.7% | +15.2% | -2.8% |
| 1Y | -3.0% | -6.9% | +3.9% | -13.0% |
| All | -3.0% | -5.6% | +2.6% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling