+1,988.6%
NOW vs ROP
+436.2%
+1,552.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.6% |
| 7D | -5.6% | -2.9% | -2.6% | -3.4% |
| 30D | -26.8% | +30.1% | -56.8% | -41.6% |
| 3M | -19.4% | +19.9% | -39.3% | -31.1% |
| 6M | +12.3% | +46.0% | -33.7% | -17.3% |
| YTD | -32.9% | +8.4% | -41.3% | -37.9% |
| 1Y | -40.3% | +8.8% | -49.1% | -44.9% |
| 3Y | -19.1% | -5.6% | -13.4% | -17.1% |
| 5Y | -24.4% | +3.0% | -27.4% | -27.0% |
| 10Y | +521.8% | +184.0% | +337.8% | +174.1% |
| All | +1,988.6% | +436.2% | +1,552.4% | +495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling