+37.3%
DNOW vs SPY
+78.0%
-40.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.7% | +2.7% |
| 7D | -11.8% | +0.1% | -11.9% | -11.6% |
| 30D | -10.5% | -3.3% | -7.1% | -7.2% |
| 3M | -15.6% | -2.4% | -13.2% | -13.4% |
| 6M | +6.7% | +2.6% | +4.1% | +4.1% |
| YTD | +5.2% | +11.2% | -6.0% | -5.7% |
| 1Y | +1.9% | +13.4% | -11.5% | -10.6% |
| 3Y | +37.3% | +79.9% | -42.6% | -28.5% |
| All | +37.3% | +78.0% | -40.7% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling