-25.1%
NOW vs DIA
+57.3%
-82.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.4% |
| 7D | +0.3% | +2.1% | -1.9% | -2.7% |
| 30D | -27.0% | +1.5% | -28.4% | -28.3% |
| 3M | -19.6% | -2.4% | -17.2% | -16.6% |
| 6M | +17.5% | +6.0% | +11.5% | +8.1% |
| YTD | -33.3% | +10.1% | -43.3% | -42.5% |
| 1Y | -39.8% | +11.8% | -51.6% | -49.5% |
| 3Y | -19.9% | +59.7% | -79.6% | -62.4% |
| All | -25.1% | +57.3% | -82.4% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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