-25.7%
NOW vs DLR
+39.4%
-65.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.2% |
| 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% | -41.0% |
| 1Y | -40.3% | +10.5% | -50.8% | -45.3% |
| 3Y | -19.1% | +54.0% | -73.1% | -41.6% |
| All | -25.7% | +39.4% | -65.1% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling