+177.4%
NXT vs RL
+210.3%
-32.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.4% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -15.3% | -7.8% | -7.6% | -12.7% |
| 3M | -43.8% | -4.0% | -39.8% | -42.9% |
| 6M | -18.7% | -1.9% | -16.8% | -18.9% |
| YTD | -3.0% | -0.2% | -2.8% | -4.3% |
| 1Y | +22.7% | +10.7% | +12.1% | +15.4% |
| 3Y | +95.9% | +210.8% | -114.8% | +3.0% |
| All | +177.4% | +210.3% | -32.9% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling