+180.5%
NXT vs ROP
-6.1%
+186.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.1% |
| 7D | +2.9% | -5.4% | +8.3% | +2.8% |
| 30D | -17.2% | -1.6% | -15.6% | -17.3% |
| 3M | -32.0% | +18.8% | -50.8% | -32.7% |
| 6M | -15.8% | +8.2% | -24.0% | -15.3% |
| YTD | -1.9% | -10.5% | +8.6% | +5.2% |
| 1Y | +22.5% | -23.7% | +46.2% | +40.2% |
| 3Y | +100.5% | -17.9% | +118.4% | +116.3% |
| All | +180.5% | -6.1% | +186.7% | +194.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling