+1,988.6%
NOW vs DTE
+347.0%
+1,641.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | -5.6% | +1.6% | -7.1% | -5.9% |
| 30D | -26.8% | +9.1% | -35.9% | -28.3% |
| 3M | -19.4% | +2.4% | -21.8% | -20.1% |
| 6M | +12.3% | -0.2% | +12.6% | +11.7% |
| YTD | -32.9% | +11.0% | -43.9% | -35.4% |
| 1Y | -40.3% | +3.4% | -43.7% | -41.4% |
| 3Y | -19.1% | +57.1% | -76.1% | -30.3% |
| 5Y | -24.4% | +46.6% | -70.9% | -33.9% |
| 10Y | +521.8% | +151.3% | +370.5% | +360.0% |
| All | +1,988.6% | +347.0% | +1,641.6% | +1,025.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling