-21.1%
LOW vs DRI
+6.9%
-28.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | -7.0% | +3.8% | -10.9% | -8.5% |
| 3M | -0.9% | +13.0% | -13.9% | -5.0% |
| 6M | -20.1% | +8.3% | -28.4% | -22.7% |
| YTD | -13.9% | +20.6% | -34.5% | -19.1% |
| 1Y | -21.1% | +6.5% | -27.6% | -26.6% |
| All | -21.1% | +6.9% | -28.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling