-12.2%
ON vs NXT
+178.8%
-191.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | +2.4% | -1.1% | +3.5% | +2.7% |
| 30D | -3.3% | -15.3% | +12.0% | +1.3% |
| 3M | -43.6% | -43.8% | +0.2% | -33.9% |
| 6M | +19.0% | -18.7% | +37.6% | +26.7% |
| YTD | +37.4% | -3.0% | +40.4% | +39.5% |
| 1Y | +54.8% | +22.7% | +32.0% | +46.8% |
| 3Y | -25.2% | +95.9% | -121.1% | -40.2% |
| All | -12.2% | +178.8% | -191.0% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling