+177.4%
NXT vs RSG
+86.0%
+91.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +0.9% |
| 7D | -1.1% | +0.3% | -1.4% | -1.0% |
| 30D | -15.3% | +7.6% | -22.9% | -13.3% |
| 3M | -43.8% | +7.4% | -51.2% | -42.4% |
| 6M | -18.7% | -3.3% | -15.4% | -17.6% |
| YTD | -3.0% | +6.0% | -9.0% | -1.0% |
| 1Y | +22.7% | -3.7% | +26.4% | +25.0% |
| 3Y | +95.9% | +59.1% | +36.8% | +99.8% |
| All | +177.4% | +86.0% | +91.4% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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