-38.7%
NOW vs O
+8.1%
-46.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | +1.5% |
| 7D | -27.5% | +5.8% | -33.3% | -24.6% |
| 30D | -20.0% | +10.7% | -30.7% | -14.8% |
| 3M | -7.9% | -4.5% | -3.4% | -9.9% |
| 6M | +18.3% | -4.1% | +22.4% | +17.1% |
| YTD | -29.0% | +9.8% | -38.8% | -23.9% |
| 1Y | -38.7% | +11.3% | -50.0% | -34.9% |
| All | -38.7% | +8.1% | -46.8% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling