+6.8%
NOW vs DRI
+72.9%
-66.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.8% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | +20.5% | +3.8% | +16.7% | +18.2% |
| 3M | +18.3% | +13.0% | +5.3% | +11.6% |
| 6M | +24.1% | +8.3% | +15.8% | +18.4% |
| YTD | -7.8% | +20.6% | -28.4% | -17.4% |
| 1Y | -21.4% | +6.5% | -27.9% | -25.5% |
| 3Y | +19.5% | +53.7% | -34.2% | -11.9% |
| All | +6.8% | +72.9% | -66.1% | -32.2% |
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 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