-40.3%
NOW vs RL
+19.4%
-59.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.1% |
| 7D | -5.6% | -4.4% | -1.2% | -5.9% |
| 30D | -26.8% | +5.6% | -32.3% | -26.3% |
| 3M | -19.4% | -0.6% | -18.8% | -19.4% |
| 6M | +12.3% | +15.5% | -3.1% | +13.9% |
| YTD | -32.9% | +12.3% | -45.3% | -32.5% |
| 1Y | -40.3% | +19.3% | -59.6% | -41.0% |
| All | -40.3% | +19.4% | -59.7% | -41.0% |
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 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