+6.0%
LOW vs DG
-39.4%
+45.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -2.6% | -6.3% | +3.7% | -1.4% |
| 30D | -11.1% | +2.4% | -13.6% | -11.6% |
| 3M | -8.5% | +12.4% | -20.9% | -10.7% |
| 6M | -20.8% | -14.9% | -5.9% | -18.8% |
| YTD | -17.2% | -6.1% | -11.2% | -16.6% |
| 1Y | -24.7% | +17.9% | -42.6% | -27.5% |
| 3Y | -9.7% | +3.1% | -12.9% | -13.7% |
| 5Y | +6.0% | -38.7% | +44.7% | +19.9% |
| All | +6.0% | -39.4% | +45.4% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling