+227.5%
LOW vs DLR
+177.5%
+50.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -8.9% | -4.3% | -4.6% | -7.6% |
| 3M | -10.4% | +3.8% | -14.2% | -12.2% |
| 6M | -19.4% | +5.8% | -25.2% | -21.5% |
| YTD | -17.1% | +23.5% | -40.7% | -23.7% |
| 1Y | -26.3% | +11.1% | -37.3% | -29.8% |
| 3Y | -9.9% | +57.9% | -67.8% | -26.7% |
| 5Y | +6.1% | +44.0% | -37.8% | -12.8% |
| All | +227.5% | +177.5% | +50.0% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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