-42.5%
NOW vs RL
+22.6%
-65.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.3% | -3.0% |
| 7D | -8.7% | +1.3% | -10.1% | -8.5% |
| 30D | -29.3% | +7.6% | -36.9% | -28.7% |
| 3M | -21.8% | -1.5% | -20.3% | -21.9% |
| 6M | +9.2% | +12.1% | -2.8% | +11.0% |
| YTD | -35.0% | +13.9% | -48.9% | -34.5% |
| 1Y | -42.5% | +20.7% | -63.2% | -43.1% |
| All | -42.5% | +22.6% | -65.1% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling