-10.7%
NOW vs COMP
+346.2%
-356.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | -1.2% |
| 7D | -27.5% | +9.5% | -37.0% | -28.3% |
| 30D | -20.0% | +8.1% | -28.1% | -20.9% |
| 3M | -7.9% | -16.3% | +8.4% | -6.4% |
| 6M | +18.3% | +42.2% | -23.9% | +12.8% |
| YTD | -29.0% | -5.0% | -24.0% | -29.4% |
| 1Y | -38.7% | +20.1% | -58.8% | -40.6% |
| All | -10.7% | +346.2% | -356.9% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling