+145.1%
NI vs RL
+297.6%
-152.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | 0.0% |
| 7D | +1.3% | -0.3% | +1.5% | +1.3% |
| 30D | -0.3% | -17.5% | +17.3% | +2.8% |
| 3M | -9.5% | -14.0% | +4.5% | -7.4% |
| 6M | -10.2% | -2.0% | -8.3% | -10.5% |
| YTD | +1.8% | -4.6% | +6.4% | +1.8% |
| 1Y | +5.7% | +9.5% | -3.8% | +3.1% |
| 3Y | +69.6% | +200.5% | -130.9% | +35.8% |
| 5Y | +95.8% | +226.3% | -130.5% | +50.1% |
| 10Y | +145.1% | +304.8% | -159.7% | +70.1% |
| All | +145.1% | +297.6% | -152.5% | +70.1% |
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