+177.4%
NXT vs RBA
+41.2%
+136.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.1% | -2.9% | +1.8% | -0.2% |
| 30D | -15.3% | -12.3% | -3.0% | -11.9% |
| 3M | -43.8% | -20.5% | -23.3% | -40.2% |
| 6M | -18.7% | -18.5% | -0.1% | -14.3% |
| YTD | -3.0% | -18.2% | +15.2% | +2.0% |
| 1Y | +22.7% | -27.5% | +50.2% | +33.9% |
| 3Y | +95.9% | +38.1% | +57.8% | +64.9% |
| All | +177.4% | +41.2% | +136.2% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling