+227.5%
LOW vs DE
+863.9%
-636.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -3.7% | -2.6% | -1.2% | -2.6% |
| 30D | -8.9% | +9.0% | -17.9% | -12.6% |
| 3M | -10.4% | +19.1% | -29.6% | -17.6% |
| 6M | -19.4% | +14.4% | -33.8% | -24.8% |
| YTD | -17.1% | +45.9% | -63.1% | -31.3% |
| 1Y | -26.3% | +43.6% | -69.9% | -38.6% |
| 3Y | -9.9% | +75.9% | -85.8% | -33.1% |
| 5Y | +6.1% | +98.8% | -92.6% | -29.1% |
| All | +227.5% | +863.9% | -636.4% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling