-24.7%
LOW vs DG
+20.1%
-44.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -2.6% | -6.3% | +3.7% | -1.1% |
| 30D | -11.1% | +2.4% | -13.6% | -11.8% |
| 3M | -8.5% | +12.4% | -20.9% | -11.4% |
| 6M | -20.8% | -14.9% | -5.9% | -19.2% |
| YTD | -17.2% | -6.1% | -11.2% | -16.4% |
| 1Y | -24.7% | +17.9% | -42.6% | -26.7% |
| All | -24.7% | +20.1% | -44.8% | -26.7% |
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