-26.4%
NOW vs ROL
+13.1%
-39.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -3.0% | +9.5% | -12.5% | -5.4% |
| 30D | -26.0% | +22.9% | -49.0% | -30.5% |
| 3M | -13.1% | +3.5% | -16.6% | -14.2% |
| 6M | +14.5% | -29.4% | +43.9% | +26.0% |
| YTD | -33.4% | -36.1% | +2.6% | -25.2% |
| 1Y | -40.6% | -34.4% | -6.3% | -34.0% |
| 3Y | -16.3% | +4.0% | -20.3% | -26.9% |
| All | -26.4% | +13.1% | -39.5% | -41.7% |
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 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