+1,988.6%
NOW vs DTE
+342.7%
+1,645.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.3% |
| 7D | -3.1% | +1.8% | -4.9% | -3.4% |
| 30D | -27.0% | +9.0% | -36.1% | -28.6% |
| 3M | -17.7% | -0.2% | -17.5% | -17.9% |
| 6M | +12.7% | +0.1% | +12.6% | +12.0% |
| YTD | -32.9% | +10.0% | -42.9% | -35.3% |
| 1Y | -40.4% | +4.7% | -45.0% | -41.7% |
| 3Y | -17.1% | +55.7% | -72.8% | -28.5% |
| 5Y | -25.7% | +45.1% | -70.8% | -34.9% |
| 10Y | +504.6% | +145.1% | +359.5% | +349.6% |
| All | +1,988.6% | +342.7% | +1,645.9% | +1,028.3% |
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