+92.7%
NXT vs RRX
+3.6%
+89.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.5% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | -20.0% | -8.0% | -12.0% | -16.9% |
| 3M | -30.9% | -25.1% | -5.9% | -21.9% |
| 6M | -23.8% | -18.3% | -5.6% | -17.3% |
| YTD | -5.4% | +14.2% | -19.6% | -11.3% |
| 1Y | +28.0% | +13.0% | +15.0% | +20.0% |
| All | +92.7% | +3.6% | +89.1% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling