-24.7%
LOW vs DRI
+1.2%
-26.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.6% | -4.8% | +2.2% | -1.0% |
| 30D | -11.1% | -5.2% | -6.0% | -9.7% |
| 3M | -8.5% | +2.7% | -11.2% | -9.7% |
| 6M | -20.8% | +3.6% | -24.5% | -22.4% |
| YTD | -17.2% | +15.4% | -32.6% | -21.1% |
| 1Y | -24.7% | +1.3% | -26.0% | -29.1% |
| All | -24.7% | +1.2% | -26.0% | -29.1% |
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 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