+65.1%
RSP vs NXT
+175.5%
-110.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +2.4% | -9.4% | +11.8% | +3.0% |
| 30D | +4.3% | +15.1% | -10.8% | +3.1% |
| 3M | -0.3% | -9.1% | +8.8% | 0.0% |
| 6M | +9.8% | -30.3% | +40.1% | +11.7% |
| YTD | +16.8% | +9.1% | +7.7% | +14.3% |
| 1Y | +19.5% | +7.9% | +11.6% | +17.0% |
| 3Y | +65.1% | +176.5% | -111.3% | +42.8% |
| All | +65.1% | +175.5% | -110.4% | +42.8% |
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