-26.0%
NOW vs COMP
-28.0%
+1.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.2% | +2.2% | -4.4% |
| 7D | -6.7% | -1.8% | -4.9% | -6.4% |
| 30D | -25.8% | -0.8% | -25.1% | -25.9% |
| 3M | -12.7% | -28.1% | +15.5% | -7.7% |
| 6M | +11.2% | +27.0% | -15.7% | +4.0% |
| YTD | -33.2% | -12.8% | -20.4% | -33.6% |
| 1Y | -41.8% | +4.9% | -46.7% | -44.3% |
| 3Y | -15.7% | +321.0% | -336.7% | -45.4% |
| 5Y | -26.0% | -25.6% | -0.5% | -23.0% |
| All | -26.0% | -28.0% | +1.9% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling