+6.8%
NOW vs ROL
-3.8%
+10.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -2.4% | -1.4% | -1.0% | -2.0% |
| 30D | +20.5% | -4.1% | +24.6% | +21.9% |
| 3M | +18.3% | -22.5% | +40.9% | +27.3% |
| 6M | +24.1% | -37.7% | +61.7% | +42.2% |
| YTD | -7.8% | -39.6% | +31.8% | +5.8% |
| 1Y | -21.4% | -36.0% | +14.6% | -12.0% |
| 3Y | +19.5% | -5.1% | +24.7% | +9.0% |
| All | +6.8% | -3.8% | +10.6% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling