+1,514.2%
RF vs NI
+5,092.7%
-3,578.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +1.3% | +2.0% | -0.7% | +0.2% |
| 30D | -3.6% | -3.5% | -0.1% | -1.7% |
| 3M | +8.1% | -9.1% | +17.2% | +13.5% |
| 6M | +11.5% | -11.8% | +23.3% | +18.8% |
| YTD | +15.6% | +1.1% | +14.5% | +13.9% |
| 1Y | +15.7% | +6.7% | +9.0% | +10.2% |
| 3Y | +86.9% | +71.1% | +15.8% | +35.2% |
| 5Y | +89.8% | +94.3% | -4.5% | +25.6% |
| 10Y | +344.7% | +135.8% | +208.9% | +152.7% |
| All | +1,514.2% | +5,092.7% | -3,578.5% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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