+822.5%
NOW vs ROL
+213.5%
+609.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.2% |
| 7D | -2.4% | -1.4% | -1.0% | -1.7% |
| 30D | +20.5% | -4.1% | +24.6% | +22.7% |
| 3M | +18.3% | -22.5% | +40.9% | +32.5% |
| 6M | +24.1% | -37.7% | +61.7% | +52.5% |
| YTD | -7.8% | -39.6% | +31.8% | +13.8% |
| 1Y | -21.4% | -36.0% | +14.6% | -6.2% |
| 3Y | +19.5% | -5.1% | +24.7% | +10.9% |
| 5Y | +4.1% | -3.4% | +7.5% | -7.0% |
| All | +822.5% | +213.5% | +609.0% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling