+98.0%
NI vs RL
+223.8%
-125.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -0.6% | -2.2% | +1.6% | -0.3% |
| 30D | -1.4% | -15.3% | +13.9% | +0.4% |
| 3M | -10.6% | -10.3% | -0.2% | -9.6% |
| 6M | -9.9% | -2.2% | -7.7% | -10.0% |
| YTD | +1.2% | -4.3% | +5.5% | +1.2% |
| 1Y | +4.4% | +8.9% | -4.5% | +2.8% |
| 3Y | +68.6% | +201.4% | -132.8% | +44.6% |
| 5Y | +98.0% | +230.6% | -132.6% | +64.1% |
| All | +98.0% | +223.8% | -125.8% | +64.1% |
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 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