+180.5%
NXT vs RRX
+7.1%
+173.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +2.9% | +4.3% | -1.4% | +0.9% |
| 30D | -17.2% | -8.0% | -9.2% | -14.0% |
| 3M | -32.0% | -22.0% | -10.0% | -24.3% |
| 6M | -15.8% | -11.9% | -3.9% | -11.3% |
| YTD | -1.9% | +17.1% | -19.0% | -9.6% |
| 1Y | +22.5% | +14.9% | +7.6% | +13.2% |
| 3Y | +100.5% | +6.9% | +93.7% | +94.5% |
| All | +180.5% | +7.1% | +173.4% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling