+22.8%
LOW vs D
+79.5%
-56.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +7.4% | +3.0% | +4.4% | +6.3% |
| 30D | +24.5% | +11.5% | +13.0% | +19.9% |
| 3M | +3.5% | +3.7% | -0.3% | +2.1% |
| 6M | -2.6% | +13.5% | -16.1% | -6.8% |
| YTD | -4.8% | +20.7% | -25.6% | -10.8% |
| 1Y | -0.8% | +18.2% | -19.0% | -6.5% |
| 3Y | +22.8% | +73.3% | -50.5% | -1.3% |
| All | +22.8% | +79.5% | -56.7% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling