+506.3%
NOW vs DD
+100.9%
+405.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | -8.7% | +2.2% | -11.0% | -9.4% |
| 30D | -29.3% | +20.7% | -50.0% | -33.7% |
| 3M | -21.8% | +11.3% | -33.2% | -24.9% |
| 6M | +9.2% | +6.0% | +3.3% | +6.2% |
| YTD | -35.0% | +31.7% | -66.7% | -42.4% |
| 1Y | -42.5% | +32.2% | -74.7% | -49.1% |
| 3Y | -21.5% | +92.7% | -114.2% | -41.5% |
| 5Y | -25.8% | +72.1% | -97.9% | -43.1% |
| 10Y | +506.3% | +99.7% | +406.7% | +287.2% |
| All | +506.3% | +100.9% | +405.4% | +287.2% |
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