+233.8%
LOW vs DRI
+348.4%
-114.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -0.6% | -4.8% | +4.2% | +1.2% |
| 30D | -9.3% | -3.9% | -5.3% | -8.1% |
| 3M | -8.1% | +5.1% | -13.1% | -9.9% |
| 6M | -19.8% | +5.5% | -25.3% | -21.6% |
| YTD | -16.4% | +16.5% | -32.8% | -21.5% |
| 1Y | -24.7% | +2.0% | -26.7% | -26.0% |
| 3Y | -8.8% | +54.5% | -63.3% | -24.6% |
| 5Y | +7.8% | +66.6% | -58.8% | -14.8% |
| 10Y | +233.8% | +353.6% | -119.8% | +69.1% |
| All | +233.8% | +348.4% | -114.6% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling