+1,980.5%
NOW vs ROL
+619.8%
+1,360.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.4% |
| 7D | -6.7% | +11.7% | -18.4% | -11.5% |
| 30D | -25.8% | +27.7% | -53.5% | -34.5% |
| 3M | -12.7% | +3.7% | -16.3% | -14.9% |
| 6M | +11.2% | -27.8% | +39.0% | +28.4% |
| YTD | -33.2% | -34.7% | +1.5% | -20.1% |
| 1Y | -41.8% | -34.1% | -7.7% | -30.8% |
| 3Y | -15.7% | +5.9% | -21.5% | -25.8% |
| 5Y | -26.0% | +15.6% | -41.7% | -40.0% |
| 10Y | +515.1% | +226.5% | +288.6% | +145.0% |
| All | +1,980.5% | +619.8% | +1,360.7% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling