+790.9%
NOW vs DTE
+136.5%
+654.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | +2.9% | -0.5% | +3.4% | +2.9% |
| 3M | +22.6% | -6.0% | +28.6% | +24.2% |
| 6M | +7.5% | -7.2% | +14.7% | +8.8% |
| YTD | -14.4% | +7.2% | -21.6% | -17.0% |
| 1Y | -29.8% | +4.1% | -33.8% | -31.4% |
| 3Y | +9.2% | +46.9% | -37.6% | -5.3% |
| 5Y | +0.8% | +32.9% | -32.1% | -10.3% |
| 10Y | +790.9% | +144.5% | +646.4% | +550.9% |
| All | +790.9% | +136.5% | +654.5% | +550.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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