+177.4%
NXT vs ROP
-3.4%
+180.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.2% |
| 7D | -1.1% | -4.4% | +3.3% | -1.1% |
| 30D | -15.3% | +3.2% | -18.6% | -15.3% |
| 3M | -43.8% | +23.1% | -66.8% | -44.4% |
| 6M | -18.7% | +13.3% | -32.0% | -18.5% |
| YTD | -3.0% | -7.9% | +4.9% | +4.0% |
| 1Y | +22.7% | -22.1% | +44.8% | +40.9% |
| 3Y | +95.9% | -16.8% | +112.7% | +112.8% |
| All | +177.4% | -3.4% | +180.8% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling