+18.3%
NOW vs DOC
+20.8%
-2.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.8% |
| 7D | -2.4% | -1.5% | -0.9% | -2.2% |
| 30D | +20.5% | -4.8% | +25.3% | +21.0% |
| 3M | +18.3% | +6.9% | +11.5% | +17.8% |
| 6M | +24.1% | +20.7% | +3.3% | +22.1% |
| YTD | -7.8% | +34.1% | -41.9% | -10.8% |
| 1Y | -21.4% | +22.6% | -44.0% | -23.0% |
| All | +18.3% | +20.8% | -2.5% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling