+2,771.1%
NOW vs DD
+236.6%
+2,534.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -3.1% |
| 7D | -2.4% | -3.5% | +1.1% | -1.1% |
| 30D | +20.5% | -10.3% | +30.8% | +25.3% |
| 3M | +18.3% | -7.5% | +25.9% | +21.3% |
| 6M | +24.1% | -8.0% | +32.1% | +25.8% |
| YTD | -7.8% | +10.5% | -18.3% | -13.5% |
| 1Y | -21.4% | +38.3% | -59.7% | -33.0% |
| 3Y | +19.5% | +42.5% | -23.0% | -2.2% |
| 5Y | +4.1% | +60.2% | -56.1% | -19.4% |
| 10Y | +826.4% | +68.9% | +757.6% | +515.0% |
| All | +2,771.1% | +236.6% | +2,534.6% | +1,212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling