-42.5%
NOW vs DE
+48.3%
-90.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -3.3% |
| 7D | -8.7% | +3.3% | -12.0% | -7.6% |
| 30D | -29.3% | +10.7% | -40.0% | -26.2% |
| 3M | -21.8% | +13.1% | -35.0% | -17.5% |
| 6M | +9.2% | +20.2% | -11.0% | +18.6% |
| YTD | -35.0% | +48.9% | -83.8% | -29.5% |
| 1Y | -42.5% | +46.6% | -89.1% | -37.6% |
| All | -42.5% | +48.3% | -90.8% | -37.6% |
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