+521.8%
NOW vs DE
+790.2%
-268.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | -5.6% | +2.3% | -7.8% | -6.2% |
| 30D | -26.8% | +9.3% | -36.1% | -28.9% |
| 3M | -19.4% | +12.2% | -31.6% | -22.8% |
| 6M | +12.3% | +18.1% | -5.8% | +4.9% |
| YTD | -32.9% | +49.8% | -82.7% | -43.8% |
| 1Y | -40.3% | +46.4% | -86.7% | -49.6% |
| 3Y | -19.1% | +92.5% | -111.6% | -39.6% |
| 5Y | -24.4% | +107.4% | -131.7% | -46.7% |
| 10Y | +521.8% | +784.1% | -262.3% | +148.4% |
| All | +521.8% | +790.2% | -268.4% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling