-7.1%
NXT vs RL
+22.6%
-29.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.9% |
| 7D | +4.0% | +1.3% | +2.6% | +3.7% |
| 30D | +15.9% | +7.6% | +8.3% | +13.3% |
| 3M | -3.0% | -1.5% | -1.5% | -2.3% |
| 6M | -20.7% | +12.1% | -32.8% | -22.5% |
| YTD | +14.6% | +13.9% | +0.7% | +8.1% |
| 1Y | -7.1% | +20.7% | -27.7% | -15.5% |
| All | -7.1% | +22.6% | -29.7% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling