-38.7%
NOW vs DOC
+21.8%
-60.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.1% |
| 7D | -27.5% | +8.7% | -36.3% | -27.1% |
| 30D | -20.0% | +7.6% | -27.7% | -19.6% |
| 3M | -7.9% | -5.3% | -2.6% | -7.8% |
| 6M | +18.3% | +27.6% | -9.3% | +21.3% |
| YTD | -29.0% | +32.4% | -61.4% | -26.7% |
| 1Y | -38.7% | +22.9% | -61.6% | -37.2% |
| All | -38.7% | +21.8% | -60.5% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling