-17.1%
NOW vs DRI
+70.6%
-87.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -3.1% | +3.1% | -6.2% | -3.3% |
| 30D | -27.0% | +16.2% | -43.3% | -28.3% |
| 3M | -17.7% | +8.4% | -26.1% | -18.6% |
| 6M | +12.7% | +19.0% | -6.3% | +10.0% |
| YTD | -32.9% | +28.8% | -61.7% | -36.2% |
| 1Y | -40.4% | +33.1% | -73.5% | -43.9% |
| 3Y | -17.1% | +70.8% | -87.9% | -27.2% |
| All | -17.1% | +70.6% | -87.7% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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