+83.7%
NOW vs DT
+76.1%
+7.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.9% |
| 7D | -1.7% | +2.7% | -4.4% | -3.2% |
| 30D | -27.4% | -30.4% | +3.0% | -10.9% |
| 3M | -19.4% | -9.4% | -10.0% | -15.1% |
| 6M | +13.1% | +14.5% | -1.4% | +3.8% |
| YTD | -34.3% | +3.6% | -37.9% | -35.7% |
| 1Y | -41.8% | -3.4% | -38.3% | -40.7% |
| 3Y | -20.7% | -11.1% | -9.6% | -17.0% |
| 5Y | -27.2% | -39.5% | +12.2% | -13.0% |
| All | +83.7% | +76.1% | +7.6% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling