+6.8%
NOW vs RF
+89.8%
-83.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -2.4% | +1.3% | -3.7% | -2.9% |
| 30D | +20.5% | -3.6% | +24.1% | +21.9% |
| 3M | +18.3% | +8.1% | +10.3% | +14.6% |
| 6M | +24.1% | +11.5% | +12.6% | +18.2% |
| YTD | -7.8% | +15.6% | -23.4% | -14.0% |
| 1Y | -21.4% | +15.7% | -37.1% | -26.9% |
| 3Y | +19.5% | +86.9% | -67.4% | -10.6% |
| All | +6.8% | +89.8% | -83.0% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling