-16.3%
NOW vs ROP
-3.8%
-12.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +2.0% |
| 7D | -3.0% | +2.1% | -5.1% | -4.9% |
| 30D | -26.0% | +32.9% | -59.0% | -43.3% |
| 3M | -13.1% | +20.0% | -33.1% | -26.5% |
| 6M | +14.5% | +36.4% | -21.9% | -13.1% |
| YTD | -33.4% | +7.8% | -41.3% | -39.5% |
| 1Y | -40.6% | +8.0% | -48.6% | -46.1% |
| 3Y | -16.3% | -3.5% | -12.8% | -17.7% |
| All | -16.3% | -3.8% | -12.5% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling