+504.6%
NOW vs RL
+397.7%
+107.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.1% | -0.8% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -27.0% | +7.3% | -34.4% | -28.6% |
| 3M | -17.7% | +1.0% | -18.8% | -18.3% |
| 6M | +12.7% | +11.8% | +0.9% | +7.7% |
| YTD | -32.9% | +13.6% | -46.5% | -36.8% |
| 1Y | -40.4% | +24.0% | -64.4% | -45.4% |
| 3Y | -17.1% | +256.6% | -273.7% | -45.2% |
| 5Y | -25.7% | +240.2% | -265.9% | -51.4% |
| 10Y | +504.6% | +373.0% | +131.7% | +271.6% |
| All | +504.6% | +397.7% | +107.0% | +271.6% |
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