-100.0%
DFNS vs LOW
+79.8%
-179.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.3% | -2.6% |
| 7D | -42.8% | +6.4% | -49.2% | -42.2% |
| 30D | -67.6% | +25.6% | -93.1% | -66.6% |
| 3M | -94.9% | +4.6% | -99.4% | -94.8% |
| 6M | -96.7% | +2.5% | -99.3% | -96.8% |
| YTD | -99.6% | -1.6% | -98.0% | -99.6% |
| 1Y | -99.7% | +1.7% | -101.5% | -99.7% |
| 3Y | -100.0% | +29.4% | -129.4% | -100.0% |
| 5Y | -100.0% | +9.6% | -109.6% | -100.0% |
| All | -100.0% | +79.8% | -179.7% | -100.0% |
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