-26.4%
NOW vs DT
-43.6%
+17.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -3.0% | -24.7% | +21.7% | +16.3% |
| 30D | -26.0% | -27.4% | +1.3% | -8.4% |
| 3M | -13.1% | -11.1% | -2.0% | -6.6% |
| 6M | +14.5% | +13.7% | +0.8% | +2.8% |
| YTD | -33.4% | +0.2% | -33.7% | -34.4% |
| 1Y | -40.6% | -5.7% | -34.9% | -39.1% |
| 3Y | -16.3% | -8.1% | -8.2% | -15.1% |
| All | -26.4% | -43.6% | +17.2% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling