+24.1%
NOW vs ON
+15.3%
+8.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -2.7% |
| 7D | -2.4% | +2.4% | -4.8% | -1.8% |
| 30D | +20.5% | -3.3% | +23.8% | +19.4% |
| 3M | +18.3% | -43.6% | +61.9% | +3.8% |
| 6M | +24.1% | +19.0% | +5.1% | +32.4% |
| All | +24.1% | +15.3% | +8.7% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling