-54.8%
DNOW vs SPY
+389.7%
-444.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -14.7% | -0.6% | -14.1% | -13.9% |
| 30D | -11.8% | -3.7% | -8.1% | -7.8% |
| 3M | -17.5% | -2.7% | -14.8% | -14.8% |
| 6M | +5.0% | +2.2% | +2.9% | +2.4% |
| YTD | +3.6% | +10.8% | -7.2% | -8.2% |
| 1Y | +4.6% | +11.2% | -6.7% | -7.7% |
| 3Y | +33.4% | +76.5% | -43.1% | -30.3% |
| 5Y | +44.8% | +72.9% | -28.1% | -22.8% |
| 10Y | -28.7% | +304.8% | -333.6% | -85.1% |
| All | -54.8% | +389.7% | -444.5% | -92.3% |
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