+939.9%
LOW vs DLR
+3,595.6%
-2,655.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.1% |
| 7D | -1.7% | +1.6% | -3.3% | -2.3% |
| 30D | -7.0% | -3.4% | -3.7% | -6.0% |
| 3M | -0.9% | +0.5% | -1.4% | -1.8% |
| 6M | -20.1% | +4.6% | -24.6% | -22.0% |
| YTD | -13.9% | +23.4% | -37.3% | -21.1% |
| 1Y | -21.1% | +19.0% | -40.2% | -27.1% |
| 3Y | -6.6% | +56.5% | -63.2% | -24.1% |
| 5Y | +9.4% | +33.3% | -24.0% | -7.9% |
| 10Y | +220.5% | +165.1% | +55.4% | +100.2% |
| All | +939.9% | +3,595.6% | -2,655.8% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling