-4.4%
DDOG vs LOW
+7.2%
-11.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | +5.6% | +0.1% | +5.6% | +5.6% |
| 30D | -34.9% | +21.3% | -56.2% | -41.1% |
| 3M | -23.4% | +6.0% | -29.4% | -26.3% |
| 6M | -7.7% | +2.6% | -10.3% | -10.6% |
| YTD | +35.6% | -3.6% | +39.2% | +33.2% |
| 1Y | -3.4% | -1.0% | -2.4% | -7.2% |
| 3Y | +78.0% | +24.2% | +53.8% | +31.6% |
| 5Y | -4.4% | +6.3% | -10.8% | -23.3% |
| All | -4.4% | +7.2% | -11.6% | -23.3% |
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 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