-17.1%
NOW vs ROL
+5.5%
-22.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.7% |
| 7D | -3.1% | +7.5% | -10.6% | -3.4% |
| 30D | -27.0% | +21.1% | -48.2% | -27.8% |
| 3M | -17.7% | +3.1% | -20.9% | -17.9% |
| 6M | +12.7% | -27.4% | +40.1% | +13.5% |
| YTD | -32.9% | -34.7% | +1.8% | -32.4% |
| 1Y | -40.4% | -32.9% | -7.4% | -40.2% |
| 3Y | -17.1% | +6.1% | -23.2% | -27.7% |
| All | -17.1% | +5.5% | -22.6% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling