+126.9%
LOW vs DOW
-15.8%
+142.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.2% |
| 7D | -1.7% | -2.4% | +0.7% | -1.1% |
| 30D | -7.0% | +0.4% | -7.4% | -7.4% |
| 3M | -0.9% | -14.4% | +13.5% | +3.2% |
| 6M | -20.1% | -7.0% | -13.1% | -21.1% |
| YTD | -13.9% | +30.2% | -44.1% | -25.1% |
| 1Y | -21.1% | +29.2% | -50.3% | -32.0% |
| 3Y | -6.6% | -36.7% | +30.1% | +3.1% |
| 5Y | +9.4% | -37.7% | +47.0% | +19.5% |
| All | +126.9% | -15.8% | +142.7% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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