+6.8%
NOW vs DOW
-37.6%
+44.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | +0.1% | -2.2% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | +20.5% | +0.4% | +20.1% | +20.1% |
| 3M | +18.3% | -14.4% | +32.7% | +22.6% |
| 6M | +24.1% | -7.0% | +31.0% | +24.1% |
| YTD | -7.8% | +30.2% | -38.0% | -17.2% |
| 1Y | -21.4% | +29.2% | -50.6% | -29.9% |
| 3Y | +19.5% | -36.7% | +56.2% | +34.7% |
| All | +6.8% | -37.6% | +44.4% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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