-21.1%
LOW vs DG
+23.4%
-44.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -1.7% | +8.4% | -10.1% | -3.7% |
| 30D | -7.0% | +4.9% | -12.0% | -8.2% |
| 3M | -0.9% | +29.3% | -30.2% | -7.1% |
| 6M | -20.1% | -11.3% | -8.8% | -19.4% |
| YTD | -13.9% | +1.8% | -15.7% | -14.7% |
| 1Y | -21.1% | +25.3% | -46.5% | -24.5% |
| All | -21.1% | +23.4% | -44.6% | -24.5% |
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