+111.3%
NI vs RL
+240.9%
-129.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.8% | +1.4% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +11.3% | +7.3% | +4.0% | +10.4% |
| 3M | +6.5% | +1.0% | +5.4% | +6.2% |
| 6M | -2.3% | +11.8% | -14.0% | -3.8% |
| YTD | +10.8% | +13.6% | -2.8% | +8.6% |
| 1Y | +6.2% | +24.0% | -17.8% | +3.1% |
| 3Y | +98.7% | +256.6% | -157.9% | +66.3% |
| 5Y | +111.3% | +240.2% | -128.9% | +74.8% |
| All | +111.3% | +240.9% | -129.6% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling