+504.4%
NOW vs DG
+105.9%
+398.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.6% |
| 7D | -1.7% | -2.5% | +0.8% | -1.1% |
| 30D | -27.4% | +7.7% | -35.1% | -29.0% |
| 3M | -19.4% | +13.1% | -32.5% | -22.2% |
| 6M | +13.1% | +32.0% | -18.9% | +5.5% |
| YTD | -34.3% | +3.3% | -37.6% | -35.4% |
| 1Y | -41.8% | +31.7% | -73.4% | -45.8% |
| 3Y | -20.7% | +21.7% | -42.4% | -28.9% |
| 5Y | -27.2% | -34.7% | +7.5% | -18.1% |
| All | +504.4% | +105.9% | +398.5% | +363.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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