+501.5%
NOW vs RF
+280.8%
+220.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.4% |
| 7D | -6.7% | -1.6% | -5.0% | -6.2% |
| 30D | -25.8% | +5.0% | -30.8% | -26.9% |
| 3M | -12.7% | -10.0% | -2.7% | -10.4% |
| 6M | +11.2% | +3.3% | +7.9% | +9.8% |
| YTD | -33.2% | +7.9% | -41.1% | -35.3% |
| 1Y | -41.8% | +21.2% | -63.1% | -45.4% |
| 3Y | -15.7% | +105.8% | -121.5% | -32.1% |
| 5Y | -26.0% | +43.7% | -69.8% | -35.6% |
| All | +501.5% | +280.8% | +220.7% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling