+59.9%
DDOG vs LOW
+7.0%
+52.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.2% | +7.7% |
| 7D | +7.7% | -0.6% | +8.3% | +7.9% |
| 30D | -13.6% | -9.3% | -4.4% | -9.6% |
| 3M | -0.9% | -8.1% | +7.2% | +2.5% |
| 6M | +75.2% | -19.8% | +95.0% | +92.3% |
| YTD | +65.7% | -16.4% | +82.0% | +75.6% |
| 1Y | +60.4% | -24.7% | +85.0% | +81.0% |
| 3Y | +130.7% | -8.8% | +139.5% | +115.4% |
| 5Y | +59.9% | +7.8% | +52.1% | +38.3% |
| All | +59.9% | +7.0% | +52.9% | +38.3% |
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