+89.3%
NXT vs RBRK
+130.3%
-41.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -2.6% | -3.5% | +0.9% | -2.1% |
| 30D | -22.4% | -8.3% | -14.2% | -21.7% |
| 3M | -27.3% | +24.7% | -52.0% | -29.3% |
| 6M | -28.5% | +58.9% | -87.4% | -32.1% |
| YTD | -6.6% | +16.3% | -22.9% | -8.2% |
| 1Y | +20.4% | +10.1% | +10.2% | +18.6% |
| All | +89.3% | +130.3% | -41.1% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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