-99.9%
DFNS vs LOW
-8.4%
-91.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -1.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.9% |
| 30D | -73.2% | -10.1% | -63.1% | -74.0% |
| 3M | -72.4% | -2.9% | -69.6% | -72.8% |
| 6M | -95.2% | -19.4% | -75.8% | -95.9% |
| YTD | -98.0% | -15.4% | -82.5% | -98.2% |
| 1Y | -98.3% | -24.9% | -73.3% | -98.7% |
| 3Y | -99.9% | -7.8% | -92.1% | -99.9% |
| All | -99.9% | -8.4% | -91.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling