-12.7%
NOW vs ON
-20.3%
+7.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.6% | +5.6% | -4.3% |
| 7D | -6.7% | -16.3% | +9.6% | -4.8% |
| 30D | -25.8% | -27.0% | +1.2% | -24.5% |
| 3M | -12.7% | -18.1% | +5.4% | -11.2% |
| All | -12.7% | -20.3% | +7.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 3mo: compounded portfolio wealth divided by compounded ON 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…
3mo analysis · Full analysis span regression · Available span rolling