-38.7%
NOW vs DT
-5.1%
-33.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -27.5% | -25.5% | -2.0% | -7.9% |
| 30D | -20.0% | -22.3% | +2.3% | -2.5% |
| 3M | -7.9% | +2.3% | -10.2% | -13.3% |
| 6M | +18.3% | +20.7% | -2.4% | -4.9% |
| YTD | -29.0% | +7.9% | -36.9% | -38.4% |
| 1Y | -38.7% | -5.7% | -33.0% | -43.7% |
| All | -38.7% | -5.1% | -33.6% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling