+847.0%
NOW vs P
+485.4%
+361.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.4% |
| 7D | -2.4% | +6.5% | -8.9% | -4.1% |
| 30D | +20.5% | +18.8% | +1.7% | +13.1% |
| 3M | +18.3% | +26.7% | -8.4% | +7.3% |
| 6M | +24.1% | +62.2% | -38.1% | +2.6% |
| YTD | -7.8% | +48.5% | -56.3% | -22.8% |
| 1Y | -21.4% | +26.4% | -47.8% | -32.8% |
| 3Y | +19.5% | +159.4% | -139.9% | -26.5% |
| 5Y | +4.1% | +275.8% | -271.7% | -44.2% |
| 10Y | +826.4% | +732.0% | +94.4% | +285.7% |
| All | +847.0% | +485.4% | +361.7% | +293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling