-20.2%
DNOW vs SPY
+312.5%
-332.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +2.2% | -0.4% | +2.5% | +2.5% |
| 30D | -3.1% | -1.4% | -1.7% | -1.6% |
| 3M | +19.6% | +3.7% | +15.9% | +14.4% |
| 6M | +36.5% | +13.0% | +23.5% | +18.1% |
| YTD | +21.8% | +12.4% | +9.4% | +5.8% |
| 1Y | +5.6% | +18.5% | -12.9% | -13.7% |
| 3Y | +42.8% | +77.6% | -34.8% | -26.9% |
| 5Y | +123.2% | +81.7% | +41.6% | +10.7% |
| 10Y | -20.2% | +319.7% | -339.8% | -87.4% |
| All | -20.2% | +312.5% | -332.7% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling