-25.8%
NOW vs DRI
+75.0%
-100.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -8.7% | +4.2% | -13.0% | -10.2% |
| 30D | -29.3% | +15.7% | -45.0% | -33.6% |
| 3M | -21.8% | +5.8% | -27.6% | -24.2% |
| 6M | +9.2% | +18.4% | -9.2% | +0.4% |
| YTD | -35.0% | +28.2% | -63.2% | -43.6% |
| 1Y | -42.5% | +35.9% | -78.4% | -51.9% |
| 3Y | -21.5% | +67.7% | -89.3% | -45.9% |
| 5Y | -25.8% | +77.9% | -103.6% | -54.5% |
| All | -25.8% | +75.0% | -100.7% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling