-4.5%
DASH vs LOW
+63.1%
-67.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.6% | -1.3% |
| 7D | -4.8% | +6.4% | -11.2% | -8.2% |
| 30D | -7.9% | +25.6% | -33.5% | -19.4% |
| 3M | -16.3% | +4.6% | -20.9% | -18.5% |
| 6M | +10.4% | +2.5% | +7.9% | +8.4% |
| YTD | -20.1% | -1.6% | -18.5% | -21.2% |
| 1Y | -11.4% | +1.7% | -13.2% | -15.0% |
| 3Y | +114.1% | +29.4% | +84.6% | +62.1% |
| 5Y | -5.8% | +9.6% | -15.4% | -22.8% |
| All | -4.5% | +63.1% | -67.6% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 10y: compounded portfolio wealth divided by compounded LOW 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…
10y analysis · Full analysis span regression · 6 months rolling