+789.1%
NOW vs DGX
+255.3%
+533.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.4% |
| 7D | -6.2% | -0.9% | -5.3% | -5.8% |
| 30D | +6.1% | -1.2% | +7.2% | +6.5% |
| 3M | +28.6% | +15.8% | +12.8% | +20.8% |
| 6M | +14.6% | +18.2% | -3.6% | +6.6% |
| YTD | -13.5% | +37.2% | -50.7% | -25.0% |
| 1Y | -29.4% | +30.4% | -59.7% | -37.7% |
| 3Y | +9.4% | +96.7% | -87.3% | -22.7% |
| 5Y | +2.3% | +67.2% | -64.9% | -22.4% |
| All | +789.1% | +255.3% | +533.8% | +345.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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