+177.4%
NXT vs RRC
+85.7%
+91.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -1.1% | +1.3% | -2.4% | -1.4% |
| 30D | -15.3% | +10.1% | -25.5% | -17.0% |
| 3M | -43.8% | +4.0% | -47.8% | -44.4% |
| 6M | -18.7% | +1.6% | -20.2% | -19.3% |
| YTD | -3.0% | +19.7% | -22.7% | -7.8% |
| 1Y | +22.7% | +21.4% | +1.3% | +15.5% |
| 3Y | +95.9% | +29.7% | +66.3% | +78.1% |
| All | +177.4% | +85.7% | +91.7% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling