-5.2%
DASH vs LOW
+57.7%
-62.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.6% |
| 7D | +0.4% | +7.4% | -7.0% | -3.6% |
| 30D | -6.0% | +24.5% | -30.5% | -17.3% |
| 3M | -15.8% | +3.5% | -19.2% | -17.4% |
| 6M | +7.0% | -2.6% | +9.5% | +8.3% |
| YTD | -20.7% | -4.8% | -15.8% | -20.2% |
| 1Y | -8.5% | -0.8% | -7.7% | -10.9% |
| 3Y | +101.8% | +22.8% | +79.0% | +58.4% |
| 5Y | -9.6% | +5.3% | -14.9% | -24.3% |
| All | -5.2% | +57.7% | -62.9% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling