-41.8%
NOW vs DT
-4.5%
-37.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -3.3% |
| 7D | -1.7% | +2.7% | -4.4% | -3.8% |
| 30D | -27.4% | -30.4% | +3.0% | -2.0% |
| 3M | -19.4% | -9.4% | -10.0% | -14.6% |
| 6M | +13.1% | +14.5% | -1.4% | -5.4% |
| YTD | -34.3% | +3.6% | -37.9% | -40.4% |
| 1Y | -41.8% | -3.4% | -38.3% | -44.4% |
| All | -41.8% | -4.5% | -37.2% | -44.4% |
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