+229.8%
RL vs NTR
+45.7%
+184.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -3.4% | -1.3% | -2.2% | -3.2% |
| 30D | -14.4% | +16.8% | -31.2% | -17.2% |
| 3M | -13.6% | +20.7% | -34.3% | -17.2% |
| 6M | +0.6% | +0.5% | 0.0% | -0.2% |
| YTD | -3.6% | +29.2% | -32.8% | -10.5% |
| 1Y | +8.3% | +39.6% | -31.2% | -1.6% |
| 3Y | +204.8% | +37.9% | +166.9% | +173.3% |
| All | +229.8% | +45.7% | +184.1% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling