-39.8%
NOW vs DGX
+42.2%
-82.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.3% | +1.6% | -1.3% | +0.4% |
| 30D | -27.0% | +11.2% | -38.2% | -26.8% |
| 3M | -19.6% | +10.4% | -30.0% | -19.5% |
| 6M | +17.5% | +37.1% | -19.6% | +17.9% |
| YTD | -33.3% | +52.1% | -85.4% | -31.7% |
| 1Y | -39.8% | +40.7% | -80.6% | -39.3% |
| All | -39.8% | +42.2% | -82.1% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling