+112.5%
NET vs RL
+238.1%
-125.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -3.2% |
| 7D | -7.0% | -0.8% | -6.2% | -6.5% |
| 30D | -4.8% | -7.8% | +3.0% | -0.2% |
| 3M | +3.8% | -4.0% | +7.8% | +4.9% |
| 6M | +50.0% | -1.9% | +51.9% | +45.1% |
| YTD | +41.5% | -0.2% | +41.6% | +34.2% |
| 1Y | +32.8% | +10.7% | +22.2% | +15.3% |
| 3Y | +335.9% | +210.8% | +125.1% | +49.4% |
| All | +112.5% | +238.1% | -125.6% | -35.3% |
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