+55.9%
RSP vs NXT
+95.6%
-39.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | -0.3% | -15.3% | +15.0% | +0.8% |
| 3M | +4.3% | -43.8% | +48.1% | +8.2% |
| 6M | +8.8% | -18.7% | +27.5% | +9.3% |
| YTD | +15.3% | -3.0% | +18.3% | +13.9% |
| 1Y | +18.3% | +22.7% | -4.4% | +14.3% |
| All | +55.9% | +95.6% | -39.7% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling