+227.5%
LOW vs DGX
+255.3%
-27.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | -3.7% | -0.9% | -2.8% | -3.3% |
| 30D | -8.9% | -1.2% | -7.7% | -8.4% |
| 3M | -10.4% | +15.8% | -26.2% | -16.4% |
| 6M | -19.4% | +18.2% | -37.6% | -25.6% |
| YTD | -17.1% | +37.2% | -54.3% | -28.8% |
| 1Y | -26.3% | +30.4% | -56.6% | -35.3% |
| 3Y | -9.9% | +96.7% | -106.6% | -36.5% |
| 5Y | +6.1% | +67.2% | -61.0% | -20.3% |
| All | +227.5% | +255.3% | -27.8% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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