+2,771.1%
NOW vs ON
+973.3%
+1,797.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.3% |
| 7D | -2.4% | +2.4% | -4.8% | -3.0% |
| 30D | +20.5% | -3.3% | +23.8% | +21.4% |
| 3M | +18.3% | -43.6% | +61.9% | +34.6% |
| 6M | +24.1% | +19.0% | +5.1% | +6.2% |
| YTD | -7.8% | +37.4% | -45.1% | -25.6% |
| 1Y | -21.4% | +54.8% | -76.2% | -39.8% |
| 3Y | +19.5% | -25.2% | +44.7% | +7.5% |
| 5Y | +4.1% | +62.7% | -58.6% | -33.1% |
| 10Y | +826.4% | +574.3% | +252.1% | +197.1% |
| All | +2,771.1% | +973.3% | +1,797.8% | +656.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling