+1,449.6%
NET vs RL
+294.2%
+1,155.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.7% |
| 7D | -7.0% | -0.8% | -6.2% | -6.7% |
| 30D | -4.8% | -7.8% | +3.0% | -2.2% |
| 3M | +3.8% | -4.0% | +7.8% | +4.6% |
| 6M | +50.0% | -1.9% | +51.9% | +48.0% |
| YTD | +41.5% | -0.2% | +41.6% | +38.2% |
| 1Y | +32.8% | +10.7% | +22.2% | +24.1% |
| 3Y | +335.9% | +210.8% | +125.1% | +175.1% |
| 5Y | +113.8% | +238.2% | -124.4% | +30.5% |
| All | +1,449.6% | +294.2% | +1,155.4% | +944.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling