+86.1%
NOW vs DT
+70.4%
+15.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -3.0% | -24.7% | +21.7% | +12.9% |
| 30D | -26.0% | -27.4% | +1.3% | -11.6% |
| 3M | -13.1% | -11.1% | -2.0% | -7.5% |
| 6M | +14.5% | +13.7% | +0.8% | +5.5% |
| YTD | -33.4% | +0.2% | -33.7% | -33.6% |
| 1Y | -40.6% | -5.7% | -34.9% | -38.8% |
| 3Y | -16.3% | -8.1% | -8.2% | -13.8% |
| 5Y | -26.3% | -43.1% | +16.7% | -9.2% |
| All | +86.1% | +70.4% | +15.7% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling