+47.6%
ON vs NXT
+10.5%
+37.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.1% | -13.0% | -6.1% |
| 7D | -5.8% | +30.0% | -35.8% | -15.9% |
| 30D | -17.1% | +28.6% | -45.7% | -25.8% |
| 3M | -11.8% | +8.4% | -20.2% | -15.6% |
| 6M | -30.2% | -8.7% | -21.4% | -27.7% |
| YTD | +31.6% | +22.5% | +9.1% | +29.2% |
| 1Y | +47.6% | +6.9% | +40.7% | +48.8% |
| All | +47.6% | +10.5% | +37.1% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling