+1,972.6%
NOW vs UL
+178.8%
+1,793.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | -3.0% | +1.1% | -4.1% | -3.5% |
| 30D | -26.0% | +8.2% | -34.3% | -28.3% |
| 3M | -13.1% | +4.5% | -17.7% | -14.7% |
| 6M | +14.5% | +12.6% | +2.0% | +9.3% |
| YTD | -33.4% | +3.5% | -37.0% | -35.1% |
| 1Y | -40.6% | -0.4% | -40.2% | -41.4% |
| 3Y | -16.3% | +36.0% | -52.3% | -28.8% |
| 5Y | -26.3% | +30.9% | -57.3% | -37.5% |
| 10Y | +512.7% | +97.5% | +415.2% | +330.1% |
| All | +1,972.6% | +178.8% | +1,793.7% | +1,298.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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