-16.3%
NOW vs DLR
+44.1%
-60.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.0% | -3.6% | +0.6% | -2.2% |
| 30D | -26.0% | -3.5% | -22.6% | -25.6% |
| 3M | -13.1% | -8.9% | -4.2% | -11.7% |
| 6M | +14.5% | -11.6% | +26.1% | +16.7% |
| YTD | -33.4% | +14.9% | -48.3% | -38.5% |
| 1Y | -40.6% | +6.4% | -47.1% | -43.5% |
| 3Y | -16.3% | +47.3% | -63.6% | -32.0% |
| All | -16.3% | +44.1% | -60.4% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling