-99.9%
DFNS vs LOW
+7.0%
-106.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.8% |
| 7D | +4.6% | -0.6% | +5.3% | +4.5% |
| 30D | -73.9% | -9.3% | -64.6% | -74.2% |
| 3M | -71.7% | -8.1% | -63.6% | -72.4% |
| 6M | -94.6% | -19.8% | -74.8% | -95.0% |
| YTD | -98.1% | -16.4% | -81.7% | -98.2% |
| 1Y | -98.3% | -24.7% | -73.6% | -98.5% |
| 3Y | -99.9% | -8.8% | -91.1% | -99.9% |
| 5Y | -99.9% | +7.8% | -107.6% | -99.9% |
| All | -99.9% | +7.0% | -106.9% | -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 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