+98.7%
NI vs RL
+254.6%
-155.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.8% | +1.5% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +11.3% | +7.3% | +4.0% | +10.5% |
| 3M | +6.5% | +1.0% | +5.4% | +6.2% |
| 6M | -2.3% | +11.8% | -14.0% | -3.5% |
| YTD | +10.8% | +13.6% | -2.8% | +9.0% |
| 1Y | +6.2% | +24.0% | -17.8% | +3.6% |
| 3Y | +98.7% | +256.6% | -157.9% | +67.2% |
| All | +98.7% | +254.6% | -155.9% | +67.2% |
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