-40.6%
NOW vs D
+19.8%
-60.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -1.0% |
| 7D | -3.0% | +3.0% | -6.0% | -1.7% |
| 30D | -26.0% | +11.5% | -37.5% | -22.5% |
| 3M | -13.1% | +3.7% | -16.8% | -11.6% |
| 6M | +14.5% | +13.5% | +1.0% | +19.6% |
| YTD | -33.4% | +20.7% | -54.2% | -25.7% |
| 1Y | -40.6% | +18.2% | -58.9% | -34.4% |
| All | -40.6% | +19.8% | -60.4% | -34.4% |
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