+1,402.2%
RF vs NI
+5,476.3%
-4,074.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -0.9% | -0.9% | 0.0% | -0.4% |
| 30D | +6.0% | +9.6% | -3.6% | +0.8% |
| 3M | -8.9% | +2.5% | -11.4% | -10.2% |
| 6M | +2.3% | -5.8% | +8.2% | +5.3% |
| YTD | +7.6% | +8.6% | -1.0% | +1.8% |
| 1Y | +21.2% | +6.0% | +15.2% | +16.1% |
| 3Y | +108.5% | +91.0% | +17.5% | +42.0% |
| 5Y | +43.2% | +104.8% | -61.5% | -7.9% |
| 10Y | +288.1% | +176.7% | +111.4% | +102.3% |
| All | +1,402.2% | +5,476.3% | -4,074.1% | +100.4% |
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