-21.4%
NOW vs DT
+4.0%
-25.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.3% | -1.6% |
| 7D | -2.4% | -3.3% | +0.9% | +0.6% |
| 30D | +20.5% | +2.0% | +18.5% | +18.6% |
| 3M | +18.3% | +20.0% | -1.7% | +0.2% |
| 6M | +24.1% | +39.3% | -15.2% | -7.9% |
| YTD | -7.8% | +19.8% | -27.5% | -25.1% |
| 1Y | -21.4% | +4.3% | -25.7% | -32.7% |
| All | -21.4% | +4.0% | -25.4% | -32.7% |
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