+172.1%
NXT vs RRX
+6.2%
+165.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.2% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | -20.0% | -6.1% | -13.9% | -17.7% |
| 3M | -30.7% | -23.1% | -7.7% | -22.5% |
| 6M | -29.0% | -19.5% | -9.4% | -22.4% |
| YTD | -4.8% | +16.1% | -20.9% | -11.9% |
| 1Y | +22.8% | +12.9% | +9.9% | +14.4% |
| 3Y | +93.9% | +7.9% | +86.0% | +86.9% |
| All | +172.1% | +6.2% | +165.9% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling