+293.2%
RL vs NTR
+100.5%
+192.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.6% |
| 7D | -0.8% | +8.1% | -8.9% | -3.7% |
| 30D | -7.8% | +18.8% | -26.5% | -13.6% |
| 3M | -4.0% | +16.2% | -20.2% | -9.8% |
| 6M | -1.9% | +9.8% | -11.6% | -7.0% |
| YTD | -0.2% | +30.9% | -31.0% | -12.3% |
| 1Y | +10.7% | +41.8% | -31.1% | -6.3% |
| 3Y | +210.8% | +35.8% | +175.0% | +161.1% |
| 5Y | +238.2% | +51.0% | +187.2% | +136.7% |
| All | +293.2% | +100.5% | +192.7% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling