+192.3%
NI vs RL
+347.1%
-154.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +0.6% | -4.4% | +4.9% | +1.3% |
| 30D | +11.2% | +5.6% | +5.6% | +10.2% |
| 3M | +9.2% | -0.6% | +9.8% | +9.1% |
| 6M | -1.8% | +15.5% | -17.3% | -4.6% |
| YTD | +12.0% | +12.3% | -0.3% | +8.9% |
| 1Y | +6.4% | +19.3% | -12.9% | +2.4% |
| 3Y | +99.4% | +255.5% | -156.2% | +54.8% |
| 5Y | +113.1% | +247.1% | -133.9% | +62.1% |
| 10Y | +192.3% | +346.0% | -153.8% | +96.3% |
| All | +192.3% | +347.1% | -154.8% | +96.3% |
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 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