+499.2%
NOW vs ROL
+216.1%
+283.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.5% |
| 7D | -3.0% | +9.5% | -12.5% | -6.9% |
| 30D | -26.0% | +22.9% | -49.0% | -33.0% |
| 3M | -13.1% | +3.5% | -16.6% | -15.1% |
| 6M | +14.5% | -29.4% | +43.9% | +32.3% |
| YTD | -33.4% | -36.1% | +2.6% | -20.5% |
| 1Y | -40.6% | -34.4% | -6.3% | -30.1% |
| 3Y | -16.3% | +4.0% | -20.3% | -25.9% |
| 5Y | -26.3% | +13.2% | -39.6% | -39.7% |
| All | +499.2% | +216.1% | +283.1% | +155.6% |
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