+229.8%
RL vs NTRS
+93.2%
+136.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.1% |
| 7D | -3.4% | +1.4% | -4.8% | -4.2% |
| 30D | -14.4% | -0.7% | -13.8% | -14.1% |
| 3M | -13.6% | +11.3% | -24.9% | -19.0% |
| 6M | +0.6% | +35.5% | -35.0% | -16.0% |
| YTD | -3.6% | +40.6% | -44.2% | -21.6% |
| 1Y | +8.3% | +49.2% | -40.9% | -15.2% |
| 3Y | +204.8% | +167.2% | +37.6% | +66.6% |
| All | +229.8% | +93.2% | +136.6% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling