-21.4%
NOW vs D
+15.7%
-37.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -3.5% |
| 7D | -2.4% | +0.4% | -2.8% | -2.2% |
| 30D | +20.5% | -3.6% | +24.1% | +18.9% |
| 3M | +18.3% | -1.0% | +19.3% | +17.8% |
| 6M | +24.1% | +6.3% | +17.8% | +25.5% |
| YTD | -7.8% | +14.7% | -22.5% | -2.5% |
| 1Y | -21.4% | +16.9% | -38.3% | -18.0% |
| All | -21.4% | +15.7% | -37.1% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling