-22.5%
NOW vs DOC
-22.8%
+0.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.1% |
| 7D | -27.5% | +8.7% | -36.3% | -29.2% |
| 30D | -20.0% | +7.6% | -27.7% | -21.7% |
| 3M | -7.9% | -5.3% | -2.6% | -6.8% |
| 6M | +18.3% | +27.6% | -9.3% | +9.2% |
| YTD | -29.0% | +32.4% | -61.4% | -35.5% |
| 1Y | -38.7% | +22.9% | -61.6% | -43.0% |
| 3Y | -10.3% | +43.1% | -53.4% | -25.0% |
| 5Y | -22.5% | -21.4% | -1.1% | -7.0% |
| All | -22.5% | -22.8% | +0.3% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling