+2,771.1%
NOW vs DTE
+331.5%
+2,439.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -2.4% | +0.2% | -2.5% | -2.4% |
| 30D | +20.5% | -2.6% | +23.1% | +21.1% |
| 3M | +18.3% | -3.9% | +22.2% | +19.1% |
| 6M | +24.1% | -7.9% | +32.0% | +25.7% |
| YTD | -7.8% | +7.2% | -15.0% | -10.3% |
| 1Y | -21.4% | +3.1% | -24.5% | -22.8% |
| 3Y | +19.5% | +47.6% | -28.0% | +4.7% |
| 5Y | +4.1% | +32.7% | -28.6% | -6.4% |
| 10Y | +826.4% | +138.8% | +687.7% | +594.3% |
| All | +2,771.1% | +331.5% | +2,439.6% | +1,463.1% |
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