+28.0%
NXT vs RRC
+23.3%
+4.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | -0.2% | -1.7% | +1.5% | -0.2% |
| 30D | -20.0% | +3.6% | -23.6% | -19.9% |
| 3M | -30.9% | +8.8% | -39.8% | -31.0% |
| 6M | -23.8% | +0.8% | -24.6% | -22.7% |
| YTD | -5.4% | +19.0% | -24.4% | -7.0% |
| 1Y | +28.0% | +22.9% | +5.1% | +29.7% |
| All | +28.0% | +23.3% | +4.8% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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