+304.7%
RL vs NTRS
+259.9%
+44.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | 0.0% |
| 7D | -3.4% | +1.4% | -4.8% | -4.3% |
| 30D | -14.4% | -0.7% | -13.8% | -14.1% |
| 3M | -13.6% | +11.3% | -24.9% | -19.5% |
| 6M | +0.6% | +35.5% | -35.0% | -17.4% |
| YTD | -3.6% | +40.6% | -44.2% | -23.2% |
| 1Y | +8.3% | +49.2% | -40.9% | -17.1% |
| 3Y | +204.8% | +167.2% | +37.6% | +56.6% |
| 5Y | +232.9% | +94.9% | +138.0% | +105.2% |
| All | +304.7% | +259.9% | +44.8% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling