-10.0%
LOW vs DE
+75.2%
-85.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.6% | -2.4% | -0.3% | -1.8% |
| 30D | -11.1% | +9.7% | -20.9% | -14.2% |
| 3M | -8.5% | +21.4% | -29.9% | -15.0% |
| 6M | -20.8% | +15.0% | -35.9% | -25.2% |
| YTD | -17.2% | +46.4% | -63.6% | -29.0% |
| 1Y | -24.7% | +45.6% | -70.4% | -35.5% |
| All | -10.0% | +75.2% | -85.2% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling