+1,717.5%
NI vs RL
+1,573.0%
+144.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +1.5% | +1.3% | +0.2% | +1.3% |
| 30D | +11.9% | +7.6% | +4.2% | +10.5% |
| 3M | +9.1% | -1.5% | +10.6% | +9.2% |
| 6M | -1.8% | +12.1% | -13.8% | -3.9% |
| YTD | +11.4% | +13.9% | -2.6% | +8.3% |
| 1Y | +6.4% | +20.7% | -14.3% | +2.5% |
| 3Y | +98.2% | +260.6% | -162.3% | +58.1% |
| 5Y | +110.1% | +248.9% | -138.8% | +65.1% |
| 10Y | +189.0% | +355.9% | -166.9% | +106.7% |
| All | +1,717.5% | +1,573.0% | +144.5% | +965.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling