+227.1%
LOW vs DG
+99.2%
+127.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -2.6% | -6.3% | +3.7% | -0.7% |
| 30D | -11.1% | +2.4% | -13.6% | -12.0% |
| 3M | -8.5% | +12.4% | -20.9% | -12.1% |
| 6M | -20.8% | -14.9% | -5.9% | -17.4% |
| YTD | -17.2% | -6.1% | -11.2% | -16.3% |
| 1Y | -24.7% | +17.9% | -42.6% | -29.7% |
| 3Y | -9.7% | +3.1% | -12.9% | -17.5% |
| 5Y | +6.0% | -38.7% | +44.7% | +19.5% |
| All | +227.1% | +99.2% | +127.9% | +115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling