+68.9%
NI vs RL
+198.9%
-130.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | +1.3% | -0.3% | +1.5% | +1.3% |
| 30D | -0.3% | -17.5% | +17.3% | +1.6% |
| 3M | -9.5% | -14.0% | +4.5% | -8.2% |
| 6M | -10.2% | -2.0% | -8.3% | -10.3% |
| YTD | +1.8% | -4.6% | +6.4% | +1.8% |
| 1Y | +5.7% | +9.5% | -3.8% | +4.4% |
| All | +68.9% | +198.9% | -130.0% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling