+2,771.1%
NOW vs RL
+224.9%
+2,546.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.5% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | +20.5% | -7.8% | +28.3% | +23.1% |
| 3M | +18.3% | -4.0% | +22.3% | +18.9% |
| 6M | +24.1% | -1.9% | +26.0% | +22.3% |
| YTD | -7.8% | -0.2% | -7.6% | -9.7% |
| 1Y | -21.4% | +10.7% | -32.1% | -25.6% |
| 3Y | +19.5% | +210.8% | -191.2% | -18.1% |
| 5Y | +4.1% | +238.2% | -234.2% | -31.3% |
| 10Y | +826.4% | +313.4% | +513.0% | +442.3% |
| All | +2,771.1% | +224.9% | +2,546.2% | +1,758.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling