-21.1%
LOW vs DE
+49.4%
-70.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.7% | +10.0% | -11.8% | -4.2% |
| 30D | -7.0% | +13.3% | -20.4% | -10.2% |
| 3M | -0.9% | +17.5% | -18.4% | -5.5% |
| 6M | -20.1% | +13.6% | -33.6% | -23.4% |
| YTD | -13.9% | +49.8% | -63.7% | -23.7% |
| 1Y | -21.1% | +47.9% | -69.0% | -30.8% |
| All | -21.1% | +49.4% | -70.5% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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