+9.0%
LOW vs DRI
+71.2%
-62.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.8% |
| 30D | -10.1% | -0.4% | -9.7% | -10.1% |
| 3M | -2.9% | +9.5% | -12.4% | -6.2% |
| 6M | -19.4% | +6.5% | -25.9% | -21.5% |
| YTD | -15.4% | +18.4% | -33.9% | -21.1% |
| 1Y | -24.9% | +4.2% | -29.2% | -26.8% |
| 3Y | -7.8% | +57.1% | -64.9% | -24.7% |
| All | +9.0% | +71.2% | -62.3% | -16.8% |
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 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