+170.4%
NXT vs RNG
+56.0%
+114.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.5% |
| 7D | -0.2% | -4.1% | +3.8% | +0.1% |
| 30D | -20.0% | +8.6% | -28.6% | -20.7% |
| 3M | -30.9% | +78.0% | -108.9% | -35.3% |
| 6M | -23.8% | +67.0% | -90.9% | -28.7% |
| YTD | -5.4% | +142.4% | -147.9% | -18.4% |
| 1Y | +28.0% | +120.4% | -92.4% | +12.2% |
| 3Y | +93.3% | +122.1% | -28.8% | +60.7% |
| All | +170.4% | +56.0% | +114.5% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling