+0.8%
NOW vs DGX
+64.0%
-63.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.1% | -2.2% | -1.9% | -3.5% |
| 30D | +2.9% | -0.9% | +3.8% | +3.1% |
| 3M | +22.6% | +15.6% | +7.0% | +17.1% |
| 6M | +7.5% | +17.8% | -10.3% | +2.1% |
| YTD | -14.4% | +37.5% | -51.9% | -23.3% |
| 1Y | -29.8% | +31.2% | -60.9% | -36.3% |
| 3Y | +9.2% | +96.6% | -87.4% | -20.0% |
| 5Y | +0.8% | +64.9% | -64.1% | -18.8% |
| All | +0.8% | +64.0% | -63.1% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling