-38.7%
NOW vs ROP
+10.4%
-49.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -3.5% |
| 7D | -27.5% | +11.7% | -39.2% | -34.7% |
| 30D | -20.0% | +35.5% | -55.5% | -40.7% |
| 3M | -7.9% | +25.6% | -33.5% | -25.6% |
| 6M | +18.3% | +39.3% | -21.0% | -14.1% |
| YTD | -29.0% | +11.6% | -40.6% | -40.6% |
| 1Y | -38.7% | +10.6% | -49.3% | -48.5% |
| All | -38.7% | +10.4% | -49.1% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling