+180.5%
NXT vs RRC
+85.2%
+95.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +2.9% | -1.2% | +4.1% | +3.1% |
| 30D | -17.2% | +9.4% | -26.7% | -18.8% |
| 3M | -32.0% | +7.4% | -39.4% | -33.3% |
| 6M | -15.8% | +1.5% | -17.2% | -16.4% |
| YTD | -1.9% | +19.4% | -21.3% | -6.8% |
| 1Y | +22.5% | +24.2% | -1.7% | +14.6% |
| 3Y | +100.5% | +32.8% | +67.8% | +81.3% |
| All | +180.5% | +85.2% | +95.3% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling