-5.9%
DASH vs LOW
+62.9%
-68.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.8% | +8.7% | -11.4% | -7.4% |
| 30D | -9.3% | +25.5% | -34.7% | -20.5% |
| 3M | -15.1% | +6.6% | -21.7% | -18.3% |
| 6M | +8.7% | +2.4% | +6.3% | +6.8% |
| YTD | -21.3% | -1.7% | -19.6% | -22.3% |
| 1Y | -12.7% | +1.7% | -14.3% | -16.2% |
| 3Y | +103.8% | +26.6% | +77.2% | +57.0% |
| 5Y | -16.8% | +10.1% | -26.9% | -31.9% |
| All | -5.9% | +62.9% | -68.8% | -31.2% |
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