+60.5%
RKT vs NXT
+181.9%
-121.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +6.0% | +2.9% | +3.1% | +5.5% |
| 30D | +0.7% | -17.2% | +17.9% | +3.7% |
| 3M | +11.8% | -32.0% | +43.8% | +18.0% |
| 6M | -7.6% | -15.8% | +8.1% | -6.2% |
| YTD | -28.7% | -1.9% | -26.8% | -29.4% |
| 1Y | -32.6% | +22.5% | -55.1% | -35.9% |
| 3Y | +42.1% | +100.5% | -58.4% | +16.8% |
| All | +60.5% | +181.9% | -121.4% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling