-22.0%
NOW vs ON
+4.9%
-26.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.1% |
| 7D | -8.7% | -4.1% | -4.6% | -8.5% |
| 30D | -29.3% | -10.2% | -19.1% | -28.9% |
| 3M | -21.8% | -12.7% | -9.1% | -21.4% |
| 6M | +9.2% | -32.5% | +41.8% | +9.3% |
| YTD | -35.0% | +28.6% | -63.5% | -43.4% |
| 1Y | -42.5% | +43.4% | -85.9% | -51.3% |
| All | -22.0% | +4.9% | -26.9% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling