+177.4%
NXT vs RGEN
-12.9%
+190.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -1.1% | -4.9% | +3.8% | -0.2% |
| 30D | -15.3% | +5.7% | -21.0% | -16.4% |
| 3M | -43.8% | +32.4% | -76.2% | -47.5% |
| 6M | -18.7% | +33.2% | -51.8% | -24.9% |
| YTD | -3.0% | +2.3% | -5.3% | -4.4% |
| 1Y | +22.7% | +39.0% | -16.3% | +11.7% |
| 3Y | +95.9% | -4.6% | +100.6% | +89.9% |
| All | +177.4% | -12.9% | +190.3% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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