+10.1%
LOW vs DRI
+75.0%
-64.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +8.7% | +4.2% | +4.4% | +7.0% |
| 30D | +25.5% | +15.7% | +9.8% | +18.8% |
| 3M | +6.6% | +5.8% | +0.8% | +4.1% |
| 6M | +2.4% | +18.4% | -16.0% | -4.3% |
| YTD | -1.7% | +28.2% | -29.9% | -11.4% |
| 1Y | +1.7% | +35.9% | -34.2% | -10.4% |
| 3Y | +26.6% | +67.7% | -41.2% | -0.6% |
| 5Y | +10.1% | +77.9% | -67.7% | -18.6% |
| All | +10.1% | +75.0% | -64.8% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling