+1,125.3%
LOW vs DG
+560.3%
+565.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | -3.7% | -6.5% | +2.7% | -1.8% |
| 30D | -8.9% | +4.2% | -13.0% | -10.1% |
| 3M | -10.4% | +9.5% | -19.9% | -13.1% |
| 6M | -19.4% | -13.1% | -6.3% | -16.5% |
| YTD | -17.1% | -4.8% | -12.3% | -16.6% |
| 1Y | -26.3% | +20.6% | -46.9% | -31.5% |
| 3Y | -9.9% | +4.9% | -14.8% | -17.7% |
| 5Y | +6.1% | -37.9% | +44.0% | +15.4% |
| 10Y | +230.8% | +102.2% | +128.6% | +141.4% |
| All | +1,125.3% | +560.3% | +565.0% | +526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling