-38.7%
NOW vs DE
+49.6%
-88.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | +0.3% |
| 7D | -27.5% | +5.6% | -33.1% | -25.6% |
| 30D | -20.0% | -0.8% | -19.2% | -19.5% |
| 3M | -7.9% | +9.8% | -17.7% | -3.9% |
| 6M | +18.3% | +17.5% | +0.8% | +27.4% |
| YTD | -29.0% | +46.5% | -75.4% | -23.3% |
| 1Y | -38.7% | +46.1% | -84.8% | -34.3% |
| All | -38.7% | +49.6% | -88.3% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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