+201.7%
RL vs NTR
+40.7%
+160.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -17.5% | +21.7% | -39.2% | -20.0% |
| 3M | -14.0% | +22.8% | -36.8% | -16.8% |
| 6M | -2.0% | +8.2% | -10.2% | -3.7% |
| YTD | -4.6% | +32.9% | -37.5% | -11.3% |
| 1Y | +9.5% | +45.3% | -35.8% | -0.7% |
| All | +201.7% | +40.7% | +160.9% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling