-26.4%
NOW vs O
+10.1%
-36.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -3.0% | +3.7% | -6.7% | -4.2% |
| 30D | -26.0% | +11.2% | -37.2% | -28.8% |
| 3M | -13.1% | -4.0% | -9.1% | -11.9% |
| 6M | +14.5% | -5.2% | +19.7% | +16.4% |
| YTD | -33.4% | +9.5% | -42.9% | -37.3% |
| 1Y | -40.6% | +10.6% | -51.2% | -44.4% |
| 3Y | -16.3% | +38.1% | -54.4% | -35.4% |
| All | -26.4% | +10.1% | -36.5% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling