-26.4%
NOW vs D
+12.5%
-38.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -3.0% | +3.0% | -6.0% | -3.1% |
| 30D | -26.0% | +11.5% | -37.5% | -26.3% |
| 3M | -13.1% | +3.7% | -16.8% | -13.2% |
| 6M | +14.5% | +13.5% | +1.0% | +13.5% |
| YTD | -33.4% | +20.7% | -54.2% | -34.5% |
| 1Y | -40.6% | +18.2% | -58.9% | -41.5% |
| 3Y | -16.3% | +73.3% | -89.6% | -24.4% |
| All | -26.4% | +12.5% | -38.8% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling