+226.8%
LOW vs D
+35.9%
+190.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | -10.1% | -0.7% | -9.4% | -9.9% |
| 3M | -2.9% | +2.1% | -4.9% | -3.6% |
| 6M | -19.4% | +6.8% | -26.2% | -21.7% |
| YTD | -15.4% | +16.5% | -32.0% | -20.7% |
| 1Y | -24.9% | +19.2% | -44.1% | -30.4% |
| 3Y | -7.8% | +61.9% | -69.7% | -25.7% |
| 5Y | +8.4% | +6.5% | +1.9% | +2.8% |
| 10Y | +226.8% | +35.3% | +191.5% | +200.7% |
| All | +226.8% | +35.9% | +190.9% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling