+180.5%
NXT vs RL
+206.8%
-26.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.6% |
| 7D | +2.9% | +1.9% | +1.0% | +2.1% |
| 30D | -17.2% | -12.2% | -5.0% | -12.8% |
| 3M | -32.0% | -6.6% | -25.3% | -30.1% |
| 6M | -15.8% | +3.2% | -18.9% | -17.8% |
| YTD | -1.9% | -1.3% | -0.6% | -2.7% |
| 1Y | +22.5% | +13.6% | +8.9% | +13.8% |
| 3Y | +100.5% | +210.9% | -110.3% | +5.2% |
| All | +180.5% | +206.8% | -26.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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