-24.4%
NOW vs ROL
+14.4%
-38.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.1% |
| 7D | -5.6% | +0.8% | -6.3% | -5.8% |
| 30D | -26.8% | +20.6% | -47.3% | -30.8% |
| 3M | -19.4% | +4.5% | -23.9% | -20.7% |
| 6M | +12.3% | -26.5% | +38.8% | +22.2% |
| YTD | -32.9% | -34.8% | +1.9% | -25.0% |
| 1Y | -40.3% | -33.2% | -7.1% | -33.9% |
| 3Y | -19.1% | +4.5% | -23.5% | -29.1% |
| 5Y | -24.4% | +15.5% | -39.9% | -40.3% |
| All | -24.4% | +14.4% | -38.8% | -40.3% |
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 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