+2,111.6%
NOW vs D
+132.1%
+1,979.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.8% | -1.3% |
| 7D | -27.5% | +8.5% | -36.0% | -29.0% |
| 30D | -20.0% | +14.3% | -34.3% | -22.6% |
| 3M | -7.9% | +1.8% | -9.7% | -8.5% |
| 6M | +18.3% | +13.0% | +5.3% | +14.4% |
| YTD | -29.0% | +22.7% | -51.7% | -33.1% |
| 1Y | -38.7% | +22.6% | -61.3% | -42.4% |
| 3Y | -10.3% | +84.2% | -94.5% | -27.3% |
| 5Y | -22.5% | +15.8% | -38.3% | -27.1% |
| 10Y | +553.8% | +45.8% | +508.0% | +468.3% |
| All | +2,111.6% | +132.1% | +1,979.5% | +1,404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling