+313.3%
LOW vs D
+42.1%
+271.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +6.4% | +0.8% | +5.6% | +6.1% |
| 30D | +25.6% | +10.7% | +14.9% | +20.7% |
| 3M | +4.6% | +2.3% | +2.3% | +3.7% |
| 6M | +2.5% | +12.5% | -10.0% | -2.3% |
| YTD | -1.6% | +20.1% | -21.7% | -8.8% |
| 1Y | +1.7% | +15.6% | -13.8% | -4.4% |
| 3Y | +29.4% | +75.2% | -45.7% | +1.2% |
| 5Y | +9.6% | +14.6% | -5.0% | +1.1% |
| 10Y | +313.3% | +43.8% | +269.6% | +278.7% |
| All | +313.3% | +42.1% | +271.2% | +278.7% |
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