-7.8%
LOW vs DRI
+56.7%
-64.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | +0.4% | -1.2% | +1.6% | +0.7% |
| 30D | -10.1% | -0.4% | -9.7% | -10.1% |
| 3M | -2.9% | +9.5% | -12.4% | -5.7% |
| 6M | -19.4% | +6.5% | -25.9% | -21.3% |
| YTD | -15.4% | +18.4% | -33.9% | -20.1% |
| 1Y | -24.9% | +4.2% | -29.2% | -26.6% |
| 3Y | -7.8% | +57.1% | -64.9% | -24.4% |
| All | -7.8% | +56.7% | -64.5% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling