-7.1%
NXT vs ROP
+7.7%
-14.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -4.6% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | +15.9% | +30.3% | -14.4% | +31.8% |
| 3M | -3.0% | +17.8% | -20.8% | +5.0% |
| 6M | -20.7% | +38.9% | -59.6% | -5.1% |
| YTD | +14.6% | +7.6% | +7.0% | +35.1% |
| 1Y | -7.1% | +6.5% | -13.6% | +9.9% |
| All | -7.1% | +7.7% | -14.7% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling