+521.8%
NOW vs DLR
+188.5%
+333.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.1% |
| 7D | -5.6% | -2.0% | -3.5% | -4.7% |
| 30D | -26.8% | +0.5% | -27.3% | -27.3% |
| 3M | -19.4% | -4.4% | -15.0% | -18.7% |
| 6M | +12.3% | -6.4% | +18.8% | +13.4% |
| YTD | -32.9% | +19.5% | -52.4% | -40.6% |
| 1Y | -40.3% | +10.5% | -50.8% | -45.2% |
| 3Y | -19.1% | +54.0% | -73.1% | -39.3% |
| 5Y | -24.4% | +39.7% | -64.1% | -41.3% |
| 10Y | +521.8% | +189.5% | +332.3% | +249.4% |
| All | +521.8% | +188.5% | +333.3% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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