-16.3%
NOW vs RL
+240.1%
-256.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -3.0% | -4.2% | +1.2% | -2.1% |
| 30D | -26.0% | +4.3% | -30.3% | -26.8% |
| 3M | -13.1% | -4.6% | -8.5% | -12.5% |
| 6M | +14.5% | +1.7% | +12.8% | +12.9% |
| YTD | -33.4% | +7.3% | -40.8% | -35.9% |
| 1Y | -40.6% | +20.8% | -61.4% | -45.2% |
| 3Y | -16.3% | +247.0% | -263.3% | -37.7% |
| All | -16.3% | +240.1% | -256.4% | -37.7% |
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