-29.0%
NOW vs DTE
+4.1%
-33.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.8% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | +2.9% | -0.5% | +3.4% | +2.6% |
| 3M | +22.6% | -6.0% | +28.6% | +19.0% |
| 6M | +7.5% | -7.2% | +14.7% | +5.7% |
| YTD | -14.4% | +7.2% | -21.6% | -13.7% |
| All | -29.0% | +4.1% | -33.1% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling