+244.4%
NXT vs RL
+233.6%
+10.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +5.9% |
| 7D | +32.2% | -4.2% | +36.4% | +34.9% |
| 30D | +21.9% | +4.3% | +17.7% | +20.0% |
| 3M | +6.6% | -4.6% | +11.2% | +8.6% |
| 6M | -16.8% | +1.7% | -18.5% | -17.9% |
| YTD | +20.4% | +7.3% | +13.1% | +15.5% |
| 1Y | -1.5% | +20.8% | -22.3% | -10.4% |
| 3Y | +182.4% | +247.0% | -64.6% | +40.8% |
| All | +244.4% | +233.6% | +10.8% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling