+172.1%
NXT vs RNG
+54.4%
+117.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -1.9% | -6.1% | +4.2% | -1.3% |
| 30D | -20.0% | +9.6% | -29.6% | -20.8% |
| 3M | -30.7% | +83.3% | -114.1% | -35.3% |
| 6M | -29.0% | +77.9% | -106.9% | -34.2% |
| YTD | -4.8% | +139.9% | -144.8% | -17.8% |
| 1Y | +22.8% | +121.7% | -98.9% | +7.5% |
| 3Y | +93.9% | +121.9% | -27.9% | +61.1% |
| All | +172.1% | +54.4% | +117.8% | +138.2% |
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