+502.7%
NOW vs DTE
+149.8%
+353.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.2% |
| 7D | -8.7% | +3.5% | -12.3% | -9.4% |
| 30D | -29.3% | +9.5% | -38.8% | -30.8% |
| 3M | -21.8% | +2.5% | -24.4% | -22.5% |
| 6M | +9.2% | +0.6% | +8.7% | +8.4% |
| YTD | -35.0% | +10.5% | -45.4% | -37.4% |
| 1Y | -42.5% | +3.3% | -45.8% | -43.7% |
| 3Y | -21.5% | +56.3% | -77.8% | -33.1% |
| 5Y | -25.8% | +44.9% | -70.7% | -35.6% |
| All | +502.7% | +149.8% | +353.0% | +383.5% |
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