-10.3%
DIS vs LOW
-23.9%
+13.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +0.1% | -10.1% | +10.2% | +4.5% |
| 3M | +7.1% | -2.9% | +9.9% | +8.3% |
| 6M | +4.3% | -19.4% | +23.7% | +12.6% |
| YTD | -6.9% | -15.4% | +8.5% | -1.1% |
| 1Y | -10.3% | -24.9% | +14.6% | -0.4% |
| All | -10.3% | -23.9% | +13.6% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling