+2,771.1%
NOW vs ALL
+919.5%
+1,851.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.6% | -2.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +20.5% | -1.5% | +22.0% | +20.9% |
| 3M | +18.3% | +23.6% | -5.3% | +9.2% |
| 6M | +24.1% | +22.3% | +1.7% | +14.7% |
| YTD | -7.8% | +26.5% | -34.3% | -16.2% |
| 1Y | -21.4% | +27.0% | -48.4% | -29.0% |
| 3Y | +19.5% | +149.6% | -130.0% | -20.9% |
| 5Y | +4.1% | +118.1% | -114.0% | -29.1% |
| 10Y | +826.4% | +369.0% | +457.4% | +285.5% |
| All | +2,771.1% | +919.5% | +1,851.6% | +705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling