-40.6%
NOW vs P
-0.9%
-39.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.5% |
| 7D | -3.0% | -23.8% | +20.8% | -2.5% |
| 30D | -26.0% | -36.6% | +10.6% | -25.6% |
| 3M | -13.1% | +10.9% | -24.0% | -13.9% |
| 6M | +14.5% | +30.0% | -15.5% | +11.9% |
| YTD | -33.4% | +44.4% | -77.8% | -35.6% |
| 1Y | -40.6% | +3.9% | -44.6% | -42.4% |
| All | -40.6% | -0.9% | -39.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling