-21.4%
NOW vs ALL
+28.3%
-49.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.6% | -2.8% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +20.5% | -1.5% | +22.0% | +20.5% |
| 3M | +18.3% | +23.6% | -5.3% | +19.2% |
| 6M | +24.1% | +22.3% | +1.7% | +24.5% |
| YTD | -7.8% | +26.5% | -34.3% | -6.8% |
| 1Y | -21.4% | +27.0% | -48.4% | -20.1% |
| All | -21.4% | +28.3% | -49.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling