-38.7%
NOW vs PL
-0.6%
-38.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.0% | -0.2% |
| 7D | -27.5% | -11.7% | -15.8% | -27.3% |
| 30D | -20.0% | -27.1% | +7.1% | -19.6% |
| 3M | -7.9% | -44.6% | +36.7% | -6.9% |
| 6M | +18.3% | -67.2% | +85.5% | +21.4% |
| YTD | -29.0% | -35.9% | +6.9% | -30.7% |
| 1Y | -38.7% | -0.4% | -38.3% | -42.5% |
| All | -38.7% | -0.6% | -38.1% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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