-40.6%
NOW vs RF
+21.0%
-61.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.0% | -0.9% | -2.1% | -3.0% |
| 30D | -26.0% | +6.0% | -32.1% | -26.0% |
| 3M | -13.1% | -8.9% | -4.2% | -13.3% |
| 6M | +14.5% | +2.3% | +12.2% | +14.6% |
| YTD | -33.4% | +7.6% | -41.0% | -35.7% |
| 1Y | -40.6% | +21.2% | -61.8% | -45.9% |
| All | -40.6% | +21.0% | -61.6% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling