-26.4%
NOW vs DD
+58.5%
-84.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -3.0% | +4.6% | -7.6% | -4.7% |
| 30D | -26.0% | +11.8% | -37.8% | -29.3% |
| 3M | -13.1% | +2.2% | -15.3% | -14.1% |
| 6M | +14.5% | -1.6% | +16.1% | +14.0% |
| YTD | -33.4% | +23.0% | -56.4% | -41.3% |
| 1Y | -40.6% | +26.9% | -67.6% | -48.5% |
| 3Y | -16.3% | +77.9% | -94.2% | -42.8% |
| All | -26.4% | +58.5% | -84.8% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling