-7.0%
DASH vs LOW
+4.9%
-11.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.6% |
| 7D | +0.4% | +7.4% | -7.0% | -3.9% |
| 30D | -6.0% | +24.5% | -30.5% | -18.2% |
| 3M | -15.8% | +3.5% | -19.2% | -17.6% |
| 6M | +7.0% | -2.6% | +9.5% | +8.4% |
| YTD | -20.7% | -4.8% | -15.8% | -20.2% |
| 1Y | -8.5% | -0.8% | -7.7% | -11.3% |
| 3Y | +101.8% | +22.8% | +79.0% | +50.4% |
| All | -7.0% | +4.9% | -11.8% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling