+790.0%
NOW vs DD
+69.4%
+720.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | +7.5% | -7.4% | +14.9% | +10.2% |
| 3M | +17.5% | -6.4% | +24.0% | +19.7% |
| 6M | +7.9% | -2.5% | +10.4% | +7.2% |
| YTD | -12.4% | +10.2% | -22.6% | -17.4% |
| 1Y | -28.6% | +36.9% | -65.5% | -38.3% |
| 3Y | +11.8% | +47.0% | -35.2% | -8.4% |
| 5Y | +2.6% | +63.1% | -60.5% | -19.6% |
| 10Y | +790.0% | +68.2% | +721.8% | +444.2% |
| All | +790.0% | +69.4% | +720.6% | +444.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling