+0.5%
LOW vs DRI
+34.4%
-33.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +1.4% | +1.1% | +0.4% | +1.0% |
| 30D | +21.7% | +9.7% | +12.0% | +17.4% |
| 3M | +5.0% | +3.2% | +1.8% | +3.5% |
| 6M | +4.6% | +20.6% | -16.0% | -3.3% |
| YTD | -3.5% | +28.3% | -31.7% | -14.2% |
| 1Y | +0.5% | +34.5% | -34.0% | -12.8% |
| All | +0.5% | +34.4% | -33.9% | -12.8% |
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