+32.6%
NET vs RL
+266.2%
-233.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -5.4% |
| 7D | -16.4% | +5.8% | -22.1% | -19.5% |
| 30D | -25.8% | +12.7% | -38.6% | -31.5% |
| 3M | -11.5% | +9.3% | -20.9% | -17.3% |
| 6M | +18.9% | +16.9% | +2.0% | +3.3% |
| YTD | +35.2% | +17.5% | +17.7% | +14.5% |
| 1Y | +14.5% | +34.6% | -20.2% | -13.4% |
| 3Y | +313.8% | +273.2% | +40.6% | +17.2% |
| 5Y | +32.6% | +265.2% | -232.7% | -66.6% |
| All | +32.6% | +266.2% | -233.7% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling