+2.6%
NOW vs DTE
+35.6%
-33.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.1% |
| 7D | -6.1% | +0.9% | -7.0% | -6.1% |
| 30D | +7.5% | -1.9% | +9.3% | +7.6% |
| 3M | +17.5% | -3.3% | +20.9% | +17.7% |
| 6M | +7.9% | -7.1% | +15.1% | +8.6% |
| YTD | -12.4% | +8.1% | -20.5% | -14.3% |
| 1Y | -28.6% | +5.3% | -33.8% | -29.8% |
| 3Y | +11.8% | +48.2% | -36.3% | -0.2% |
| 5Y | +2.6% | +33.2% | -30.6% | -3.5% |
| All | +2.6% | +35.6% | -33.0% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling