+39.3%
NOW vs COMP
-47.7%
+87.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +20.5% | -13.3% | +33.8% | +23.5% |
| 3M | +18.3% | +41.1% | -22.8% | +10.4% |
| 6M | +24.1% | +17.2% | +6.9% | +17.9% |
| YTD | -7.8% | +5.2% | -13.0% | -11.1% |
| 1Y | -21.4% | +18.9% | -40.3% | -26.4% |
| 3Y | +19.5% | +215.9% | -196.4% | -15.3% |
| 5Y | +4.1% | -31.2% | +35.3% | -12.8% |
| All | +39.3% | -47.7% | +87.0% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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