+18.9%
NET vs RL
+14.9%
+4.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -2.4% |
| 7D | -16.4% | +5.8% | -22.1% | -16.1% |
| 30D | -25.8% | +12.7% | -38.6% | -25.5% |
| 3M | -11.5% | +9.3% | -20.9% | -11.1% |
| 6M | +18.9% | +16.9% | +2.0% | +20.3% |
| All | +18.9% | +14.9% | +4.0% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling