-17.1%
NOW vs DTE
+55.3%
-72.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +1.4% |
| 7D | -3.1% | +1.8% | -4.9% | -2.6% |
| 30D | -27.0% | +9.0% | -36.1% | -25.5% |
| 3M | -17.7% | -0.2% | -17.5% | -17.3% |
| 6M | +12.7% | +0.1% | +12.6% | +13.3% |
| YTD | -32.9% | +10.0% | -42.9% | -32.4% |
| 1Y | -40.4% | +4.7% | -45.0% | -39.9% |
| 3Y | -17.1% | +55.7% | -72.8% | -13.4% |
| All | -17.1% | +55.3% | -72.4% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling