-36.9%
RKT vs NXT
+26.5%
-63.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.6% |
| 7D | -7.2% | -2.6% | -4.7% | -6.8% |
| 30D | -7.9% | -22.4% | +14.5% | -3.7% |
| 3M | +5.2% | -27.3% | +32.5% | +10.5% |
| 6M | -14.9% | -28.5% | +13.6% | -10.7% |
| YTD | -31.9% | -6.6% | -25.3% | -30.7% |
| 1Y | -36.9% | +20.4% | -57.2% | -38.3% |
| All | -36.9% | +26.5% | -63.3% | -38.3% |
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