+63.5%
RKT vs NXT
+178.8%
-115.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.3% |
| 7D | +2.1% | -1.1% | +3.2% | +2.3% |
| 30D | +1.4% | -15.3% | +16.8% | +4.1% |
| 3M | +6.3% | -43.8% | +50.1% | +15.3% |
| 6M | -15.5% | -18.7% | +3.2% | -13.7% |
| YTD | -27.4% | -3.0% | -24.4% | -28.0% |
| 1Y | -26.6% | +22.7% | -49.3% | -30.2% |
| 3Y | +41.2% | +95.9% | -54.7% | +16.4% |
| All | +63.5% | +178.8% | -115.3% | +27.2% |
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