+1,381.0%
NET vs RL
+363.8%
+1,017.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -4.2% |
| 7D | -16.4% | +5.8% | -22.1% | -18.1% |
| 30D | -25.8% | +12.7% | -38.6% | -29.1% |
| 3M | -11.5% | +9.3% | -20.9% | -14.8% |
| 6M | +18.9% | +16.9% | +2.0% | +10.4% |
| YTD | +35.2% | +17.5% | +17.7% | +24.2% |
| 1Y | +14.5% | +34.6% | -20.2% | -0.6% |
| 3Y | +313.8% | +273.2% | +40.6% | +143.2% |
| 5Y | +32.6% | +265.2% | -232.7% | -23.9% |
| All | +1,381.0% | +363.8% | +1,017.2% | +838.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling