-1.4%
LOW vs DG
+45.3%
-46.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.5% | -1.0% | +4.7% |
| 7D | +15.6% | +12.3% | +3.4% | +11.6% |
| 30D | +28.6% | +19.3% | +9.3% | +22.3% |
| 3M | +5.8% | +11.9% | -6.0% | +2.2% |
| 6M | +3.8% | +25.0% | -21.2% | -3.0% |
| YTD | -2.8% | +8.7% | -11.5% | -5.6% |
| 1Y | -1.4% | +44.7% | -46.1% | -6.5% |
| All | -1.4% | +45.3% | -46.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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