-53.1%
DNOW vs SPY
+396.2%
-449.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +2.3% |
| 7D | -7.3% | -0.9% | -6.4% | -5.9% |
| 30D | -6.1% | -2.4% | -3.8% | -3.3% |
| 3M | -14.5% | -1.2% | -13.3% | -13.1% |
| 6M | +8.5% | +3.3% | +5.2% | +4.6% |
| YTD | +7.5% | +12.3% | -4.7% | -6.0% |
| 1Y | +10.5% | +12.4% | -2.0% | -3.6% |
| 3Y | +38.5% | +78.8% | -40.3% | -28.7% |
| 5Y | +49.5% | +75.2% | -25.6% | -21.4% |
| 10Y | -24.7% | +311.1% | -335.8% | -84.5% |
| All | -53.1% | +396.2% | -449.3% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling