-40.6%
NOW vs DD
+26.6%
-67.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | -3.0% | +4.6% | -7.6% | -2.4% |
| 30D | -26.0% | +11.8% | -37.8% | -25.1% |
| 3M | -13.1% | +2.2% | -15.3% | -12.8% |
| 6M | +14.5% | -1.6% | +16.1% | +14.4% |
| YTD | -33.4% | +23.0% | -56.4% | -38.5% |
| 1Y | -40.6% | +26.9% | -67.6% | -45.6% |
| All | -40.6% | +26.6% | -67.3% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling