-16.0%
NOW vs RL
+244.8%
-260.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.3% | +1.4% | -4.4% |
| 7D | -6.7% | -4.7% | -2.0% | -5.7% |
| 30D | -25.8% | +3.6% | -29.4% | -26.5% |
| 3M | -12.7% | +0.5% | -13.2% | -13.0% |
| 6M | +11.2% | +6.6% | +4.6% | +8.2% |
| YTD | -33.2% | +8.8% | -42.0% | -35.9% |
| 1Y | -41.8% | +21.8% | -63.6% | -46.4% |
| All | -16.0% | +244.8% | -260.8% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling