+212.0%
NXT vs RNG
+69.1%
+142.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -9.4% | +4.6% | -14.0% | -9.8% |
| 30D | +15.1% | +0.4% | +14.7% | +14.9% |
| 3M | -9.1% | +11.4% | -20.5% | -10.2% |
| 6M | -30.3% | +95.7% | -126.0% | -35.5% |
| YTD | +9.1% | +162.9% | -153.8% | -6.7% |
| 1Y | +7.9% | +180.3% | -172.4% | -9.1% |
| 3Y | +176.5% | +188.3% | -11.9% | +119.9% |
| All | +212.0% | +69.1% | +142.9% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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