+24.8%
LOW vs DG
+21.7%
+3.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +21.7% | +3.2% | +18.5% | +21.2% |
| 3M | +5.0% | +10.4% | -5.4% | +3.4% |
| 6M | +4.6% | +33.2% | -28.6% | +0.5% |
| YTD | -3.5% | +3.0% | -6.5% | -4.4% |
| 1Y | +0.5% | +31.2% | -30.7% | -2.8% |
| 3Y | +24.8% | +21.8% | +3.0% | +14.2% |
| All | +24.8% | +21.7% | +3.1% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling