+182.4%
NXT vs RL
+240.1%
-57.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +5.9% |
| 7D | +32.2% | -4.2% | +36.4% | +34.8% |
| 30D | +21.9% | +4.3% | +17.7% | +20.2% |
| 3M | +6.6% | -4.6% | +11.2% | +8.5% |
| 6M | -16.8% | +1.7% | -18.5% | -17.7% |
| YTD | +20.4% | +7.3% | +13.1% | +15.9% |
| 1Y | -1.5% | +20.8% | -22.3% | -9.7% |
| 3Y | +182.4% | +247.0% | -64.6% | +49.3% |
| All | +182.4% | +240.1% | -57.7% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling