-16.3%
NOW vs BP
+42.8%
-59.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.0% | -11.6% | +8.6% | -2.0% |
| 30D | -26.0% | 0.0% | -26.1% | -26.3% |
| 3M | -13.1% | +6.7% | -19.8% | -14.1% |
| 6M | +14.5% | +2.2% | +12.4% | +13.7% |
| YTD | -33.4% | +33.0% | -66.4% | -36.7% |
| 1Y | -40.6% | +30.7% | -71.4% | -43.4% |
| 3Y | -16.3% | +44.2% | -60.5% | -21.5% |
| All | -16.3% | +42.8% | -59.1% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 3y: compounded portfolio wealth divided by compounded BP 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…
3y analysis · Full analysis span regression · 6 months rolling