+16.5%
NYT vs RL
+34.3%
-17.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.7% |
| 7D | -3.9% | +5.8% | -9.6% | -4.8% |
| 30D | +4.3% | +12.7% | -8.4% | +2.2% |
| 3M | -11.7% | +9.3% | -21.1% | -13.2% |
| 6M | -14.4% | +16.9% | -31.3% | -16.5% |
| YTD | -3.0% | +17.5% | -20.5% | -5.1% |
| 1Y | +16.5% | +34.6% | -18.1% | +10.8% |
| All | +16.5% | +34.3% | -17.8% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling