+504.4%
NOW vs RL
+342.1%
+162.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -1.7% | +2.4% | -4.0% | -2.3% |
| 30D | -27.4% | +4.6% | -31.9% | -28.5% |
| 3M | -19.4% | -1.1% | -18.3% | -19.6% |
| 6M | +13.1% | +16.5% | -3.4% | +6.7% |
| YTD | -34.3% | +11.4% | -45.7% | -37.8% |
| 1Y | -41.8% | +16.1% | -57.8% | -45.6% |
| 3Y | -20.7% | +252.6% | -273.3% | -47.6% |
| 5Y | -27.2% | +244.9% | -272.1% | -52.5% |
| All | +504.4% | +342.1% | +162.3% | +298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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