-17.1%
NOW vs RRX
+71.2%
-88.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.2% | +0.5% |
| 7D | -3.1% | +12.3% | -15.4% | -3.5% |
| 30D | -27.0% | +9.5% | -36.6% | -27.3% |
| 3M | -17.7% | +1.8% | -19.5% | -17.8% |
| 6M | +12.7% | -15.3% | +28.0% | +13.2% |
| YTD | -32.9% | +29.6% | -62.5% | -40.8% |
| 1Y | -40.4% | +34.1% | -74.5% | -48.0% |
| 3Y | -17.1% | +74.0% | -91.1% | -32.8% |
| All | -17.1% | +71.2% | -88.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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