+170.4%
NXT vs ROP
-7.4%
+177.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.6% |
| 7D | -0.2% | -6.1% | +5.9% | -0.3% |
| 30D | -20.0% | -3.4% | -16.6% | -20.0% |
| 3M | -30.9% | +16.7% | -47.6% | -31.6% |
| 6M | -23.8% | +8.1% | -31.9% | -23.6% |
| YTD | -5.4% | -11.7% | +6.2% | +1.4% |
| 1Y | +28.0% | -24.2% | +52.3% | +45.9% |
| 3Y | +93.3% | -19.0% | +112.3% | +108.5% |
| All | +170.4% | -7.4% | +177.8% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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