-31.4%
ON vs NXT
-20.5%
-10.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.4% |
| 7D | +3.3% | -5.7% | +9.1% | +6.5% |
| 30D | -3.1% | +18.5% | -21.7% | -12.2% |
| 3M | -9.2% | -4.1% | -5.1% | -7.1% |
| 6M | -31.4% | -20.3% | -11.0% | -21.8% |
| All | -31.4% | -20.5% | -10.9% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling